+434.5%
RF vs IQV
+511.9%
-77.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | +0.6% |
| 7D | +1.3% | +2.3% | -1.0% | +0.3% |
| 30D | -3.6% | +13.4% | -17.0% | -9.3% |
| 3M | +8.1% | +43.3% | -35.2% | -9.9% |
| 6M | +11.5% | +50.5% | -39.1% | -10.4% |
| YTD | +15.6% | +18.8% | -3.2% | +2.7% |
| 1Y | +15.7% | +45.5% | -29.8% | -8.1% |
| 3Y | +86.9% | +19.4% | +67.5% | +58.1% |
| 5Y | +89.8% | +1.7% | +88.1% | +69.1% |
| 10Y | +344.7% | +247.9% | +96.8% | +106.3% |
| All | +434.5% | +511.9% | -77.4% | +105.5% |
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