+412.2%
NEM vs IQV
+492.3%
-80.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.2% |
| 7D | +3.9% | +0.3% | +3.5% | +3.8% |
| 30D | +12.7% | +8.6% | +4.1% | +11.1% |
| 3M | +28.7% | +41.1% | -12.5% | +20.2% |
| 6M | +9.8% | +48.6% | -38.8% | +1.1% |
| YTD | +28.1% | +15.0% | +13.1% | +23.5% |
| 1Y | +69.3% | +38.1% | +31.2% | +57.5% |
| 3Y | +247.7% | +21.4% | +226.3% | +226.8% |
| 5Y | +153.4% | -1.0% | +154.4% | +143.6% |
| 10Y | +291.3% | +233.0% | +58.3% | +200.4% |
| All | +412.2% | +492.3% | -80.1% | +270.9% |
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 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