+139.4%
QLD vs IQV
+38.2%
+101.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +1.6% |
| 7D | -10.3% | +1.7% | -12.0% | -10.8% |
| 30D | -26.1% | +5.3% | -31.4% | -27.4% |
| 3M | -17.8% | +17.0% | -34.7% | -22.3% |
| 6M | -15.6% | +54.0% | -69.6% | -30.1% |
| YTD | +5.4% | +20.6% | -15.2% | -3.1% |
| 1Y | +5.2% | +28.9% | -23.7% | -6.6% |
| 3Y | +139.4% | +37.0% | +102.4% | +98.2% |
| All | +139.4% | +38.2% | +101.2% | +98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling