+251.1%
SO vs IQV
+519.5%
-268.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -1.2% |
| 7D | -0.9% | +2.4% | -3.3% | -1.4% |
| 30D | +4.9% | +4.0% | +0.9% | +4.1% |
| 3M | +0.8% | +12.2% | -11.4% | -1.6% |
| 6M | +0.6% | +54.9% | -54.3% | -8.3% |
| YTD | +8.7% | +20.3% | -11.6% | +3.3% |
| 1Y | +4.0% | +22.7% | -18.8% | -1.7% |
| 3Y | +50.6% | +38.3% | +12.2% | +34.5% |
| 5Y | +77.5% | +6.5% | +71.0% | +66.3% |
| 10Y | +192.0% | +251.5% | -59.5% | +109.3% |
| All | +251.1% | +519.5% | -268.5% | +137.1% |
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