+314.7%
SPY vs IQV
+242.6%
+72.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.9% | +0.2% |
| 7D | -0.8% | -2.2% | +1.5% | 0.0% |
| 30D | -1.1% | +8.3% | -9.4% | -3.9% |
| 3M | +3.9% | +44.6% | -40.7% | -10.1% |
| 6M | +13.6% | +52.6% | -39.0% | -4.5% |
| YTD | +12.7% | +16.1% | -3.5% | +4.1% |
| 1Y | +17.5% | +37.3% | -19.8% | +1.0% |
| 3Y | +76.9% | +21.6% | +55.3% | +53.2% |
| 5Y | +83.6% | +0.5% | +83.1% | +69.1% |
| All | +314.7% | +242.6% | +72.2% | +136.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling