+1,192.9%
MS vs IQV
+511.9%
+681.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.9% |
| 7D | +1.4% | +2.3% | -0.9% | +0.3% |
| 30D | -0.3% | +13.4% | -13.7% | -6.0% |
| 3M | +0.3% | +43.3% | -43.0% | -16.9% |
| 6M | +31.3% | +50.5% | -19.2% | +5.1% |
| YTD | +24.7% | +18.8% | +5.9% | +10.8% |
| 1Y | +47.9% | +45.5% | +2.5% | +17.6% |
| 3Y | +178.3% | +19.4% | +159.0% | +133.6% |
| 5Y | +144.9% | +1.7% | +143.2% | +118.2% |
| 10Y | +804.5% | +247.9% | +556.6% | +298.6% |
| All | +1,192.9% | +511.9% | +681.0% | +362.0% |
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