+155.1%
NEM vs IQV
-0.1%
+155.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.2% |
| 7D | -1.0% | -2.2% | +1.2% | -0.6% |
| 30D | +7.8% | +8.3% | -0.5% | +6.3% |
| 3M | +30.2% | +44.6% | -14.4% | +21.3% |
| 6M | +9.6% | +52.6% | -43.0% | +0.6% |
| YTD | +27.8% | +16.1% | +11.7% | +23.3% |
| 1Y | +60.7% | +37.3% | +23.4% | +49.9% |
| 3Y | +245.3% | +21.6% | +223.7% | +226.4% |
| All | +155.1% | -0.1% | +155.3% | +138.6% |
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 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