+1,986.4%
MOD vs IQV
+511.9%
+1,474.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.9% |
| 7D | +9.6% | +2.3% | +7.3% | +8.4% |
| 30D | 0.0% | +13.4% | -13.4% | -5.7% |
| 3M | -35.4% | +43.3% | -78.7% | -47.2% |
| 6M | -7.3% | +50.5% | -57.8% | -27.4% |
| YTD | +45.8% | +18.8% | +27.0% | +26.2% |
| 1Y | +43.1% | +45.5% | -2.3% | +10.2% |
| 3Y | +297.7% | +19.4% | +278.3% | +231.9% |
| 5Y | +1,478.8% | +1.7% | +1,477.0% | +1,294.8% |
| 10Y | +1,633.4% | +247.9% | +1,385.5% | +688.7% |
| All | +1,986.4% | +511.9% | +1,474.5% | +585.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling