-8.1%
SMR vs IQV
+48.6%
-56.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -3.2% | +18.5% | +14.9% |
| 7D | +21.4% | +0.3% | +21.1% | +21.3% |
| 30D | +13.8% | +8.6% | +5.3% | +14.5% |
| 3M | +3.9% | +41.1% | -37.2% | +5.3% |
| All | -8.1% | +48.6% | -56.6% | -5.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling