-40.9%
SE vs IQV
+46.0%
-86.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.6% |
| 7D | -6.1% | +2.3% | -8.4% | -6.6% |
| 30D | -2.5% | +13.4% | -15.9% | -5.3% |
| 3M | +21.7% | +43.3% | -21.6% | +12.0% |
| 6M | +27.0% | +50.5% | -23.5% | +15.4% |
| YTD | -12.1% | +18.8% | -30.9% | -16.5% |
| 1Y | -40.9% | +45.5% | -86.4% | -46.2% |
| All | -40.9% | +46.0% | -86.9% | -46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling