+634.6%
P vs IQV
+242.6%
+392.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -0.8% |
| 7D | +11.6% | -2.5% | +14.1% | +13.1% |
| 30D | -23.7% | +1.2% | -24.9% | -24.1% |
| 3M | -8.0% | +9.8% | -17.7% | -12.6% |
| 6M | +27.9% | +53.8% | -25.9% | -2.1% |
| YTD | +61.2% | +17.6% | +43.5% | +40.7% |
| 1Y | +28.6% | +18.6% | +10.0% | +11.4% |
| 3Y | +200.5% | +36.9% | +163.6% | +122.1% |
| 5Y | +282.9% | +4.1% | +278.8% | +231.2% |
| All | +634.6% | +242.6% | +392.0% | +172.9% |
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