+803.2%
ON vs IQV
+492.3%
+310.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.2% | -2.4% |
| 7D | -2.2% | +0.3% | -2.5% | -2.4% |
| 30D | -12.4% | +8.6% | -21.0% | -17.3% |
| 3M | -41.2% | +41.1% | -82.3% | -55.2% |
| 6M | +25.0% | +48.6% | -23.6% | -11.3% |
| YTD | +31.3% | +15.0% | +16.3% | +9.7% |
| 1Y | +45.4% | +38.1% | +7.3% | +5.0% |
| 3Y | -27.4% | +21.4% | -48.8% | -44.7% |
| 5Y | +58.5% | -1.0% | +59.5% | +40.7% |
| 10Y | +561.8% | +233.0% | +328.9% | +164.3% |
| All | +803.2% | +492.3% | +310.8% | +189.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling