+625.8%
NTAP vs IQV
+242.6%
+383.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.7% | +6.8% | +7.9% |
| 7D | +7.4% | -2.2% | +9.6% | +8.3% |
| 30D | -1.4% | +8.3% | -9.7% | -4.6% |
| 3M | +24.6% | +44.6% | -20.0% | +6.1% |
| 6M | +105.9% | +52.6% | +53.3% | +70.2% |
| YTD | +88.5% | +16.1% | +72.4% | +73.0% |
| 1Y | +62.1% | +37.3% | +24.8% | +37.8% |
| 3Y | +169.1% | +21.6% | +147.5% | +130.8% |
| 5Y | +141.9% | +0.5% | +141.4% | +121.6% |
| All | +625.8% | +242.6% | +383.2% | +265.0% |
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