+1,666.1%
QLD vs IQV
+236.3%
+1,429.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | +0.1% |
| 7D | +1.9% | -2.6% | +4.5% | +3.9% |
| 30D | -1.8% | +6.2% | -8.0% | -6.6% |
| 3M | -0.1% | +38.0% | -38.1% | -26.0% |
| 6M | +32.6% | +43.9% | -11.4% | -7.4% |
| YTD | +27.9% | +14.0% | +13.9% | +6.4% |
| 1Y | +40.3% | +35.5% | +4.8% | -1.2% |
| 3Y | +182.5% | +20.3% | +162.1% | +102.3% |
| 5Y | +122.5% | -1.6% | +124.2% | +99.5% |
| All | +1,666.1% | +236.3% | +1,429.7% | +510.3% |
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