-78.3%
SNAP vs IQV
+234.3%
-312.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.6% |
| 7D | -5.0% | -2.6% | -2.4% | -3.4% |
| 30D | -0.7% | +6.2% | -6.9% | -4.8% |
| 3M | -5.0% | +38.0% | -43.0% | -24.7% |
| 6M | +3.5% | +43.9% | -40.4% | -21.2% |
| YTD | -34.2% | +14.0% | -48.2% | -41.4% |
| 1Y | -27.1% | +35.5% | -62.6% | -42.8% |
| 3Y | -43.5% | +20.3% | -63.8% | -54.1% |
| 5Y | -92.9% | -1.6% | -91.2% | -93.3% |
| All | -78.3% | +234.3% | -312.6% | -90.8% |
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