+943.8%
SPGI vs IQV
+519.5%
+424.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.1% | -0.8% |
| 7D | -0.8% | +2.4% | -3.2% | -1.9% |
| 30D | +14.3% | +4.0% | +10.3% | +12.0% |
| 3M | +14.5% | +12.2% | +2.3% | +8.2% |
| 6M | +17.3% | +54.9% | -37.6% | -5.9% |
| YTD | -4.6% | +20.3% | -24.9% | -14.6% |
| 1Y | +0.8% | +22.7% | -22.0% | -10.7% |
| 3Y | +28.8% | +38.3% | -9.6% | +1.0% |
| 5Y | +14.0% | +6.5% | +7.5% | +0.9% |
| 10Y | +332.5% | +251.5% | +81.0% | +109.2% |
| All | +943.8% | +519.5% | +424.3% | +320.9% |
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