-18.6%
NRG vs IQV
+46.0%
-64.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.4% | +7.8% | +6.3% |
| 7D | +7.1% | +2.3% | +4.8% | +7.3% |
| 30D | -1.4% | +13.4% | -14.9% | -0.4% |
| 3M | -10.5% | +43.3% | -53.7% | -8.7% |
| 6M | -26.7% | +50.5% | -77.3% | -25.4% |
| YTD | -24.5% | +18.8% | -43.3% | -23.8% |
| 1Y | -18.6% | +45.5% | -64.0% | -14.5% |
| All | -18.6% | +46.0% | -64.5% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling