+454.3%
NI vs IQV
+487.2%
-33.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.4% |
| 7D | +1.3% | -2.6% | +3.9% | +1.8% |
| 30D | -0.3% | +6.2% | -6.5% | -1.6% |
| 3M | -9.5% | +38.0% | -47.4% | -16.2% |
| 6M | -10.2% | +43.9% | -54.2% | -18.3% |
| YTD | +1.8% | +14.0% | -12.2% | -2.7% |
| 1Y | +5.7% | +35.5% | -29.8% | -3.6% |
| 3Y | +69.6% | +20.3% | +49.3% | +55.0% |
| 5Y | +95.8% | -1.6% | +97.4% | +85.3% |
| 10Y | +145.1% | +233.4% | -88.3% | +64.8% |
| All | +454.3% | +487.2% | -33.0% | +218.8% |
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 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