+46.2%
RF vs IQV
+10.6%
+35.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +1.4% |
| 7D | -0.1% | +7.9% | -8.0% | -2.6% |
| 30D | +7.0% | +7.3% | -0.3% | +4.5% |
| 3M | -7.0% | +16.8% | -23.8% | -12.0% |
| 6M | +6.8% | +56.0% | -49.3% | -9.4% |
| YTD | +9.9% | +23.7% | -13.8% | +0.2% |
| 1Y | +21.1% | +32.5% | -11.4% | +7.3% |
| 3Y | +119.6% | +45.3% | +74.3% | +80.2% |
| 5Y | +46.2% | +10.7% | +35.4% | +20.1% |
| All | +46.2% | +10.6% | +35.6% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling