-2.6%
SW vs IQV
+9.4%
-11.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.6% | -1.7% |
| 7D | +2.3% | +1.7% | +0.6% | +1.8% |
| 30D | +6.8% | +5.3% | +1.5% | +4.9% |
| 3M | -5.2% | +17.0% | -22.1% | -9.8% |
| 6M | +7.4% | +54.0% | -46.6% | -6.8% |
| YTD | +17.4% | +20.6% | -3.2% | +9.0% |
| 1Y | +27.1% | +28.9% | -1.8% | +15.4% |
| 3Y | +47.9% | +37.0% | +10.9% | +28.3% |
| All | -2.6% | +9.4% | -11.9% | -15.4% |
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