-2.3%
SW vs IQV
+2.2%
-4.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.7% |
| 7D | -5.1% | +2.3% | -7.4% | -5.8% |
| 30D | -4.6% | +13.4% | -18.0% | -8.2% |
| 3M | +9.4% | +43.3% | -33.9% | -2.5% |
| 6M | +3.5% | +50.5% | -47.0% | -9.7% |
| YTD | +22.0% | +18.8% | +3.2% | +14.0% |
| 1Y | +2.2% | +45.5% | -43.3% | -10.9% |
| 3Y | +19.6% | +19.4% | +0.2% | +7.6% |
| All | -2.3% | +2.2% | -4.6% | -10.1% |
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