-49.7%
NRG vs IQV
+25.1%
-74.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +0.5% | -14.0% | -13.5% |
| 7D | -13.7% | -5.5% | -8.3% | -14.2% |
| 30D | -13.6% | -0.9% | -12.7% | -13.6% |
| 3M | -28.5% | +15.6% | -44.1% | -27.6% |
| 6M | -45.8% | +63.9% | -109.7% | -44.6% |
| YTD | -46.9% | +17.0% | -64.0% | -46.6% |
| 1Y | -49.7% | +25.0% | -74.8% | -49.5% |
| All | -49.7% | +25.1% | -74.8% | -49.5% |
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