-11.4%
MSCI vs IQV
-1.9%
-9.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.2% | -0.6% | -2.5% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | -1.7% | +8.6% | -10.3% | -5.1% |
| 3M | -8.2% | +41.1% | -49.3% | -21.3% |
| 6M | -2.4% | +48.6% | -51.0% | -18.8% |
| YTD | -2.8% | +15.0% | -17.8% | -10.0% |
| 1Y | -2.7% | +38.1% | -40.8% | -17.8% |
| 3Y | +7.3% | +21.4% | -14.1% | -9.2% |
| 5Y | -11.4% | -1.0% | -10.4% | -10.6% |
| All | -11.4% | -1.9% | -9.5% | -10.6% |
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 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