+38.4%
NKE vs IQV
+488.0%
-449.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -5.5% | -5.3% | -0.3% | -3.4% |
| 30D | -10.4% | +5.5% | -16.0% | -12.5% |
| 3M | -15.8% | +41.2% | -57.1% | -27.8% |
| 6M | -33.4% | +50.5% | -83.9% | -44.9% |
| YTD | -41.0% | +14.1% | -55.1% | -45.6% |
| 1Y | -49.1% | +39.9% | -89.0% | -57.1% |
| 3Y | -59.8% | +20.5% | -80.3% | -65.4% |
| 5Y | -75.5% | -1.2% | -74.2% | -77.3% |
| 10Y | -23.5% | +233.9% | -257.3% | -57.4% |
| All | +38.4% | +488.0% | -449.6% | -36.2% |
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 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