+39.1%
O vs IQV
+36.2%
+3.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.6% |
| 7D | -0.4% | -2.5% | +2.1% | -0.2% |
| 30D | +7.1% | +1.2% | +5.9% | +7.0% |
| 3M | -5.2% | +9.8% | -15.0% | -6.0% |
| 6M | -1.8% | +53.8% | -55.6% | -5.2% |
| YTD | +9.1% | +17.6% | -8.5% | +7.8% |
| 1Y | +9.7% | +18.6% | -8.9% | +8.3% |
| 3Y | +39.1% | +36.9% | +2.2% | +23.0% |
| All | +39.1% | +36.2% | +3.0% | +23.0% |
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 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