+59.1%
NOC vs IQV
-0.1%
+59.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | +0.8% | -2.2% | +3.0% | +1.0% |
| 30D | -9.7% | +8.3% | -18.0% | -10.3% |
| 3M | -5.6% | +44.6% | -50.2% | -8.9% |
| 6M | -28.6% | +52.6% | -81.1% | -31.5% |
| YTD | -7.9% | +16.1% | -24.0% | -9.6% |
| 1Y | -9.5% | +37.3% | -46.8% | -12.9% |
| 3Y | +28.4% | +21.6% | +6.8% | +22.6% |
| All | +59.1% | -0.1% | +59.3% | +51.2% |
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