+578.9%
MTUM vs IQV
+498.2%
+80.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.5% | +0.7% |
| 7D | +0.7% | -2.2% | +3.0% | +1.5% |
| 30D | -2.4% | +8.3% | -10.7% | -5.2% |
| 3M | -3.6% | +44.6% | -48.2% | -16.9% |
| 6M | +23.7% | +52.6% | -28.9% | +3.4% |
| YTD | +22.9% | +16.1% | +6.8% | +13.0% |
| 1Y | +21.8% | +37.3% | -15.5% | +4.3% |
| 3Y | +114.4% | +21.6% | +92.9% | +85.1% |
| 5Y | +79.6% | +0.5% | +79.1% | +64.5% |
| 10Y | +356.2% | +239.7% | +116.6% | +144.8% |
| All | +578.9% | +498.2% | +80.7% | +211.6% |
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 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