-28.3%
ON vs IQV
+20.0%
-48.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | -4.7% | -5.3% | +0.5% | -3.0% |
| 30D | -13.5% | +5.5% | -19.0% | -15.1% |
| 3M | -36.3% | +41.2% | -77.5% | -45.2% |
| 6M | +17.8% | +50.5% | -32.8% | -3.6% |
| YTD | +29.6% | +14.1% | +15.4% | +22.9% |
| 1Y | +45.8% | +39.9% | +5.9% | +20.9% |
| All | -28.3% | +20.0% | -48.3% | -40.2% |
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