+83.3%
SPYM vs IQV
-0.1%
+83.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.2% | +0.1% |
| 7D | -1.0% | -2.2% | +1.2% | -0.5% |
| 30D | -1.3% | +8.3% | -9.6% | -3.5% |
| 3M | +3.6% | +44.6% | -41.0% | -7.2% |
| 6M | +13.3% | +52.6% | -39.2% | -0.8% |
| YTD | +12.4% | +16.1% | -3.7% | +6.4% |
| 1Y | +17.3% | +37.3% | -20.0% | +4.6% |
| 3Y | +76.8% | +21.6% | +55.2% | +58.7% |
| All | +83.3% | -0.1% | +83.4% | +71.5% |
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