+966.8%
MOD vs IQV
+259.6%
+707.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.6% | +7.3% | +8.7% |
| 7D | -13.9% | +7.9% | -21.8% | -16.8% |
| 30D | -41.5% | +7.3% | -48.8% | -43.3% |
| 3M | -45.7% | +16.8% | -62.5% | -49.5% |
| 6M | -61.1% | +56.0% | -117.1% | -69.8% |
| YTD | -20.5% | +23.7% | -44.2% | -32.2% |
| 1Y | -32.1% | +32.5% | -64.6% | -44.3% |
| 3Y | +146.5% | +45.3% | +101.2% | +85.0% |
| 5Y | +812.7% | +10.7% | +802.0% | +676.0% |
| 10Y | +966.8% | +259.0% | +707.9% | +440.2% |
| All | +966.8% | +259.6% | +707.2% | +440.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IQV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling