+255.3%
SO vs IQV
+505.9%
-250.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.6% |
| 7D | +1.4% | -2.5% | +3.8% | +1.8% |
| 30D | +4.7% | +1.2% | +3.5% | +4.4% |
| 3M | +1.7% | +9.8% | -8.1% | -0.4% |
| 6M | +2.2% | +53.8% | -51.6% | -6.8% |
| YTD | +10.0% | +17.6% | -7.6% | +4.9% |
| 1Y | +6.0% | +18.6% | -12.6% | +1.0% |
| 3Y | +54.1% | +36.9% | +17.2% | +37.7% |
| 5Y | +79.6% | +4.1% | +75.5% | +69.0% |
| 10Y | +195.5% | +243.7% | -48.2% | +112.7% |
| All | +255.3% | +505.9% | -250.5% | +140.9% |
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