+234.5%
SO vs IQV
+511.9%
-277.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | -0.2% | +2.3% | -2.5% | -0.6% |
| 30D | -4.6% | +13.4% | -18.0% | -6.9% |
| 3M | -3.0% | +43.3% | -46.3% | -9.9% |
| 6M | -8.3% | +50.5% | -58.8% | -16.1% |
| YTD | +3.5% | +18.8% | -15.3% | -1.2% |
| 1Y | -0.9% | +45.5% | -46.4% | -9.9% |
| 3Y | +45.4% | +19.4% | +26.0% | +34.9% |
| 5Y | +59.6% | +1.7% | +57.9% | +51.4% |
| 10Y | +156.6% | +247.9% | -91.3% | +84.7% |
| All | +234.5% | +511.9% | -277.4% | +126.9% |
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