+52.5%
NDAQ vs IQV
-1.9%
+54.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -1.6% | -2.6% | +1.0% | -0.7% |
| 30D | -1.5% | +6.2% | -7.7% | -3.4% |
| 3M | +8.0% | +38.0% | -29.9% | -3.1% |
| 6M | +7.7% | +43.9% | -36.2% | -5.3% |
| YTD | -2.3% | +14.0% | -16.3% | -7.3% |
| 1Y | +0.6% | +35.5% | -35.0% | -10.2% |
| 3Y | +90.9% | +20.3% | +70.6% | +71.5% |
| 5Y | +52.5% | -1.6% | +54.1% | +49.2% |
| All | +52.5% | -1.9% | +54.4% | +49.2% |
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 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