+872.1%
MSFT vs IQV
+236.7%
+635.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -3.5% | -5.3% | +1.8% | -1.3% |
| 30D | -2.1% | +5.5% | -7.6% | -4.3% |
| 3M | +24.2% | +41.2% | -17.1% | +6.0% |
| 6M | +21.9% | +50.5% | -28.7% | +0.5% |
| YTD | +2.5% | +14.1% | -11.7% | -5.6% |
| 1Y | -0.8% | +39.9% | -40.7% | -17.3% |
| 3Y | +50.8% | +20.5% | +30.3% | +27.2% |
| 5Y | +73.5% | -1.2% | +74.7% | +60.1% |
| All | +872.1% | +236.7% | +635.3% | +397.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling