+82.0%
SPY vs IQV
-1.9%
+84.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.0% | -5.3% | +3.3% | -0.6% |
| 30D | -1.7% | +5.5% | -7.2% | -3.2% |
| 3M | +4.7% | +41.2% | -36.5% | -5.8% |
| 6M | +12.5% | +50.5% | -38.0% | -1.4% |
| YTD | +11.7% | +14.1% | -2.4% | +6.1% |
| 1Y | +17.5% | +39.9% | -22.5% | +3.7% |
| 3Y | +76.6% | +20.5% | +56.1% | +58.3% |
| 5Y | +82.0% | -1.2% | +83.3% | +71.8% |
| All | +82.0% | -1.9% | +84.0% | +71.8% |
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