+216.5%
SLV vs IQV
+236.7%
-20.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.4% | -5.3% |
| 7D | -5.0% | -5.3% | +0.2% | -4.1% |
| 30D | -1.8% | +5.5% | -7.3% | -2.7% |
| 3M | -0.3% | +41.2% | -41.5% | -6.8% |
| 6M | -28.2% | +50.5% | -78.7% | -33.9% |
| YTD | -10.7% | +14.1% | -24.9% | -13.6% |
| 1Y | +53.7% | +39.9% | +13.8% | +43.4% |
| 3Y | +173.7% | +20.5% | +153.2% | +158.1% |
| 5Y | +161.5% | -1.2% | +162.7% | +152.5% |
| All | +216.5% | +236.7% | -20.3% | +140.5% |
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 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