+16.0%
SPGI vs IQV
+8.4%
+7.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -1.4% | +4.1% | -5.4% | -2.8% |
| 30D | +15.3% | +4.7% | +10.6% | +13.2% |
| 3M | +16.5% | +12.6% | +3.9% | +11.3% |
| 6M | +19.8% | +58.2% | -38.4% | -0.3% |
| YTD | -3.2% | +21.8% | -25.0% | -11.4% |
| 1Y | +1.8% | +25.6% | -23.8% | -7.9% |
| 3Y | +30.6% | +40.1% | -9.5% | +6.7% |
| 5Y | +16.0% | +8.7% | +7.3% | +6.8% |
| All | +16.0% | +8.4% | +7.6% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling