+1,346.4%
MU vs IQV
-1.9%
+1,348.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.6% | +3.1% |
| 7D | +7.5% | -2.6% | +10.1% | +8.5% |
| 30D | +19.4% | +6.2% | +13.2% | +16.6% |
| 3M | +9.8% | +38.0% | -28.1% | -6.2% |
| 6M | +164.1% | +43.9% | +120.2% | +118.3% |
| YTD | +260.3% | +14.0% | +246.3% | +231.2% |
| 1Y | +661.2% | +35.5% | +625.7% | +538.9% |
| 3Y | +1,380.8% | +20.3% | +1,360.5% | +1,167.2% |
| 5Y | +1,346.4% | -1.6% | +1,348.0% | +1,217.8% |
| All | +1,346.4% | -1.9% | +1,348.3% | +1,217.8% |
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