-80.8%
PATH vs IQV
+22.5%
-103.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.8% |
| 7D | +2.1% | -2.5% | +4.5% | +3.7% |
| 30D | +1.6% | +1.2% | +0.4% | +0.6% |
| 3M | -20.4% | +9.8% | -30.2% | -25.4% |
| 6M | +40.1% | +53.8% | -13.7% | +2.8% |
| YTD | -19.0% | +17.6% | -36.7% | -29.5% |
| 1Y | -5.8% | +18.6% | -24.4% | -18.8% |
| 3Y | -22.9% | +36.9% | -59.8% | -44.2% |
| 5Y | -75.3% | +4.1% | -79.4% | -78.1% |
| All | -80.8% | +22.5% | -103.2% | -86.4% |
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