+363.5%
SE vs IQV
+159.3%
+204.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +2.4% |
| 7D | -0.5% | -2.5% | +2.0% | +0.9% |
| 30D | -20.9% | +1.2% | -22.1% | -21.7% |
| 3M | -38.9% | +9.8% | -48.7% | -42.5% |
| 6M | -19.4% | +53.8% | -73.2% | -38.6% |
| YTD | -40.9% | +17.6% | -58.5% | -48.3% |
| 1Y | -46.2% | +18.6% | -64.8% | -53.3% |
| 3Y | +63.7% | +36.9% | +26.8% | +16.7% |
| 5Y | -77.9% | +4.1% | -82.0% | -80.3% |
| All | +363.5% | +159.3% | +204.2% | +134.1% |
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 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