-14.6%
SHOP vs IQV
-2.1%
-12.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.6% | -4.9% |
| 7D | -10.6% | -2.6% | -8.0% | -8.9% |
| 30D | -18.3% | +6.2% | -24.5% | -21.6% |
| 3M | +14.8% | +38.0% | -23.2% | -8.7% |
| 6M | -5.0% | +43.9% | -49.0% | -27.7% |
| YTD | -21.2% | +14.0% | -35.2% | -29.6% |
| 1Y | -11.6% | +35.5% | -47.1% | -31.1% |
| 3Y | +101.2% | +20.3% | +80.9% | +55.8% |
| All | -14.6% | -2.1% | -12.5% | -20.4% |
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