+597.0%
SE vs IQV
+153.5%
+443.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +2.9% |
| 7D | +0.6% | +0.3% | +0.3% | +0.3% |
| 30D | -0.1% | +8.6% | -8.7% | -4.8% |
| 3M | +34.1% | +41.1% | -7.0% | +8.5% |
| 6M | +23.2% | +48.6% | -25.3% | -4.6% |
| YTD | -11.2% | +15.0% | -26.2% | -20.9% |
| 1Y | -40.5% | +38.1% | -78.6% | -53.3% |
| 3Y | +196.3% | +21.4% | +174.9% | +131.1% |
| 5Y | -67.0% | -1.0% | -66.0% | -69.6% |
| All | +597.0% | +153.5% | +443.5% | +258.3% |
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