+459.9%
NRG vs IQV
+498.2%
-38.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.1% |
| 7D | -4.7% | -2.2% | -2.4% | -4.0% |
| 30D | -6.0% | +8.3% | -14.3% | -8.6% |
| 3M | -8.0% | +44.6% | -52.5% | -19.9% |
| 6M | -23.2% | +52.6% | -75.7% | -35.1% |
| YTD | -28.1% | +16.1% | -44.2% | -33.7% |
| 1Y | -27.3% | +37.3% | -64.5% | -37.5% |
| 3Y | +208.7% | +21.6% | +187.1% | +166.7% |
| 5Y | +197.7% | +0.5% | +197.2% | +171.9% |
| 10Y | +1,103.3% | +239.7% | +863.7% | +590.1% |
| All | +459.9% | +498.2% | -38.3% | +189.8% |
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 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