-9.1%
NVTS vs IQV
+4.8%
-13.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.2% |
| 7D | -1.4% | -2.2% | +0.8% | 0.0% |
| 30D | -16.5% | +8.3% | -24.8% | -21.0% |
| 3M | -47.6% | +44.6% | -92.2% | -62.2% |
| 6M | +7.3% | +52.6% | -45.3% | -28.4% |
| YTD | +62.9% | +16.1% | +46.8% | +35.4% |
| 1Y | +91.3% | +37.3% | +54.0% | +35.1% |
| 3Y | +43.4% | +21.6% | +21.8% | +7.7% |
| All | -9.1% | +4.8% | -13.9% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling