+297.9%
PBR vs IQV
+487.2%
-189.4%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.8% |
| 7D | +0.3% | -2.6% | +2.9% | +1.2% |
| 30D | +17.5% | +6.2% | +11.3% | +14.8% |
| 3M | +20.9% | +38.0% | -17.1% | +5.7% |
| 6M | +20.2% | +43.9% | -23.7% | +2.0% |
| YTD | +84.3% | +14.0% | +70.3% | +69.6% |
| 1Y | +77.1% | +35.5% | +41.6% | +50.0% |
| 3Y | +100.8% | +20.3% | +80.5% | +68.6% |
| 5Y | +556.1% | -1.6% | +557.8% | +483.9% |
| 10Y | +676.1% | +233.4% | +442.6% | +275.0% |
| All | +297.9% | +487.2% | -189.4% | +78.2% |
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 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