+328.2%
NSC vs IQV
+236.7%
+91.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.4% | -5.3% | +3.9% | +0.6% |
| 30D | -3.4% | +5.5% | -8.9% | -5.4% |
| 3M | +5.1% | +41.2% | -36.2% | -8.9% |
| 6M | +9.2% | +50.5% | -41.3% | -9.0% |
| YTD | +13.4% | +14.1% | -0.7% | +4.5% |
| 1Y | +20.8% | +39.9% | -19.1% | +1.0% |
| 3Y | +76.1% | +20.5% | +55.6% | +50.9% |
| 5Y | +45.3% | -1.2% | +46.5% | +33.3% |
| All | +328.2% | +236.7% | +91.4% | +120.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling