+208.7%
NRG vs IQV
+22.1%
+186.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.4% |
| 7D | -4.7% | -2.2% | -2.4% | -4.4% |
| 30D | -6.0% | +8.3% | -14.3% | -7.1% |
| 3M | -8.0% | +44.6% | -52.5% | -14.0% |
| 6M | -23.2% | +52.6% | -75.7% | -29.4% |
| YTD | -28.1% | +16.1% | -44.2% | -30.0% |
| 1Y | -27.3% | +37.3% | -64.5% | -32.7% |
| 3Y | +208.7% | +21.6% | +187.1% | +177.8% |
| All | +208.7% | +22.1% | +186.6% | +177.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling