+493.2%
SPYM vs IQV
+487.2%
+5.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -0.4% | -2.6% | +2.2% | +0.5% |
| 30D | -1.4% | +6.2% | -7.6% | -3.5% |
| 3M | +3.7% | +38.0% | -34.2% | -8.3% |
| 6M | +13.0% | +43.9% | -30.9% | -2.4% |
| YTD | +12.5% | +14.0% | -1.5% | +4.7% |
| 1Y | +18.6% | +35.5% | -16.9% | +2.9% |
| 3Y | +78.0% | +20.3% | +57.7% | +55.4% |
| 5Y | +82.3% | -1.6% | +84.0% | +69.4% |
| 10Y | +322.9% | +233.4% | +89.4% | +146.5% |
| All | +493.2% | +487.2% | +5.9% | +206.7% |
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 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