+1,520.5%
MOD vs IQV
+234.0%
+1,286.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | +0.2% |
| 7D | +6.3% | +0.3% | +6.0% | +6.1% |
| 30D | -1.7% | +8.6% | -10.3% | -5.4% |
| 3M | -30.1% | +41.1% | -71.2% | -42.5% |
| 6M | +2.7% | +48.6% | -45.9% | -19.0% |
| YTD | +44.1% | +15.0% | +29.1% | +27.0% |
| 1Y | +38.7% | +38.1% | +0.6% | +9.8% |
| 3Y | +309.8% | +21.4% | +288.4% | +238.3% |
| 5Y | +1,569.7% | -1.0% | +1,570.7% | +1,396.8% |
| 10Y | +1,520.5% | +233.0% | +1,287.5% | +751.8% |
| All | +1,520.5% | +234.0% | +1,286.5% | +751.8% |
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