+154.8%
SO vs IQV
+236.7%
-82.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.1% | -5.3% | +4.1% | -0.1% |
| 30D | -3.7% | +5.5% | -9.3% | -4.9% |
| 3M | -5.9% | +41.2% | -47.1% | -13.0% |
| 6M | -7.3% | +50.5% | -57.9% | -16.1% |
| YTD | +3.1% | +14.1% | -11.0% | -1.2% |
| 1Y | -1.0% | +39.9% | -40.9% | -10.2% |
| 3Y | +43.2% | +20.5% | +22.7% | +31.0% |
| 5Y | +59.1% | -1.2% | +60.3% | +51.2% |
| All | +154.8% | +236.7% | -82.0% | +74.8% |
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