+7.5%
SMR vs IQV
+11.2%
-3.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.0% |
| 7D | +13.1% | -2.6% | +15.7% | +14.0% |
| 30D | +17.8% | +6.2% | +11.6% | +14.9% |
| 3M | +8.1% | +38.0% | -29.9% | -7.2% |
| 6M | -11.1% | +43.9% | -55.0% | -25.8% |
| YTD | -23.7% | +14.0% | -37.7% | -29.6% |
| 1Y | -69.4% | +35.5% | -104.9% | -74.1% |
| 3Y | +82.6% | +20.3% | +62.3% | +60.3% |
| All | +7.5% | +11.2% | -3.7% | -5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling