+137.1%
MOD vs IQV
+38.2%
+98.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.1% | +5.1% |
| 7D | -25.5% | +1.7% | -27.2% | -25.8% |
| 30D | -49.0% | +5.3% | -54.3% | -49.6% |
| 3M | -49.8% | +17.0% | -66.8% | -51.5% |
| 6M | -64.8% | +54.0% | -118.8% | -69.3% |
| YTD | -27.6% | +20.6% | -48.2% | -31.8% |
| 1Y | -35.2% | +28.9% | -64.1% | -40.9% |
| 3Y | +137.1% | +37.0% | +100.1% | +110.3% |
| All | +137.1% | +38.2% | +98.9% | +110.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling