-11.2%
SHOP vs IQV
+4.0%
-15.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.7% |
| 7D | -1.2% | -2.5% | +1.2% | +0.5% |
| 30D | -14.7% | +1.2% | -15.9% | -15.5% |
| 3M | -7.2% | +9.8% | -17.0% | -13.1% |
| 6M | +54.2% | +53.8% | +0.4% | +13.4% |
| YTD | -8.6% | +17.6% | -26.2% | -20.2% |
| 1Y | +0.5% | +18.6% | -18.1% | -12.9% |
| 3Y | +135.9% | +36.9% | +99.1% | +59.1% |
| All | -11.2% | +4.0% | -15.2% | -21.5% |
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 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