-73.1%
SMR vs IQV
+46.0%
-119.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | +4.4% | +2.3% | +2.1% | +4.0% |
| 30D | +3.4% | +13.4% | -10.0% | +1.5% |
| 3M | -19.2% | +43.3% | -62.5% | -25.0% |
| 6M | -22.6% | +50.5% | -73.2% | -30.0% |
| YTD | -31.5% | +18.8% | -50.3% | -36.1% |
| 1Y | -73.1% | +45.5% | -118.5% | -75.0% |
| All | -73.1% | +46.0% | -119.0% | -75.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling