+1,082.7%
MOD vs IQV
+4.0%
+1,078.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -2.2% | +30.1% | +28.6% |
| 7D | +40.4% | -2.5% | +42.9% | +41.4% |
| 30D | -14.0% | +1.2% | -15.2% | -14.4% |
| 3M | -33.3% | +9.8% | -43.1% | -35.6% |
| 6M | -51.4% | +53.8% | -105.2% | -60.1% |
| YTD | +1.6% | +17.6% | -16.0% | -7.8% |
| 1Y | +5.4% | +18.6% | -13.2% | -4.6% |
| 3Y | +191.0% | +36.9% | +154.1% | +136.2% |
| All | +1,082.7% | +4.0% | +1,078.7% | +867.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling