+1,064.5%
MOD vs IQV
+242.6%
+821.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -2.2% | +30.1% | +28.8% |
| 7D | +40.4% | -2.5% | +42.9% | +41.8% |
| 30D | -14.0% | +1.2% | -15.2% | -14.6% |
| 3M | -33.3% | +9.8% | -43.1% | -36.4% |
| 6M | -51.4% | +53.8% | -105.2% | -62.2% |
| YTD | +1.6% | +17.6% | -16.0% | -11.6% |
| 1Y | +5.4% | +18.6% | -13.2% | -8.6% |
| 3Y | +191.0% | +36.9% | +154.1% | +123.9% |
| 5Y | +1,093.1% | +4.1% | +1,089.0% | +941.9% |
| All | +1,064.5% | +242.6% | +821.9% | +489.2% |
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