+23.7%
MTUM vs IQV
+53.6%
-30.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.5% | +1.5% |
| 7D | +0.7% | -2.2% | +3.0% | +0.4% |
| 30D | -2.4% | +8.3% | -10.7% | -1.2% |
| 3M | -3.6% | +44.6% | -48.2% | 0.0% |
| 6M | +23.7% | +52.6% | -28.9% | +26.9% |
| All | +23.7% | +53.6% | -30.0% | +26.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling