+1,774.4%
MSFT vs IQV
+492.3%
+1,282.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | +0.1% |
| 7D | -1.4% | +0.3% | -1.7% | -1.6% |
| 30D | -1.0% | +8.6% | -9.6% | -4.3% |
| 3M | +20.2% | +41.1% | -20.9% | +3.2% |
| 6M | +21.3% | +48.6% | -27.3% | +1.1% |
| YTD | +2.8% | +15.0% | -12.2% | -5.5% |
| 1Y | 0.0% | +38.1% | -38.2% | -15.7% |
| 3Y | +51.2% | +21.4% | +29.8% | +28.0% |
| 5Y | +71.4% | -1.0% | +72.5% | +58.0% |
| 10Y | +868.6% | +233.0% | +635.6% | +412.9% |
| All | +1,774.4% | +492.3% | +1,282.1% | +791.2% |
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