+19.0%
SPGI vs IQV
+18.7%
+0.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -2.4% |
| 7D | -2.5% | +0.3% | -2.8% | -2.5% |
| 30D | +5.4% | +8.6% | -3.2% | +3.2% |
| 3M | +9.0% | +41.1% | -32.1% | -1.0% |
| 6M | +0.8% | +48.6% | -47.8% | -10.2% |
| YTD | -12.6% | +15.0% | -27.6% | -16.5% |
| 1Y | -16.1% | +38.1% | -54.2% | -23.3% |
| 3Y | +19.0% | +21.4% | -2.4% | +5.9% |
| All | +19.0% | +18.7% | +0.3% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling