+72.5%
SMR vs IQV
+20.0%
+52.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | +4.7% | -5.3% | +10.0% | +6.9% |
| 30D | +3.2% | +5.5% | -2.3% | +0.7% |
| 3M | +9.9% | +41.2% | -31.3% | -8.6% |
| 6M | -15.1% | +50.5% | -65.7% | -32.5% |
| YTD | -27.9% | +14.1% | -42.1% | -33.8% |
| 1Y | -70.2% | +39.9% | -110.2% | -76.0% |
| All | +72.5% | +20.0% | +52.5% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling