-7.3%
MOD vs IQV
+53.2%
-60.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +3.8% |
| 7D | +9.6% | +2.3% | +7.3% | +10.4% |
| 30D | 0.0% | +13.4% | -13.4% | +4.6% |
| 3M | -35.4% | +43.3% | -78.7% | -28.5% |
| 6M | -7.3% | +50.5% | -57.8% | +3.6% |
| All | -7.3% | +53.2% | -60.5% | +3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling