+327.5%
SW vs IQV
+505.3%
-177.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | +4.7% | -3.7% | +8.4% | +5.6% |
| 30D | +5.0% | +1.9% | +3.1% | +4.3% |
| 3M | -7.3% | +12.2% | -19.5% | -10.2% |
| 6M | +15.0% | +50.1% | -35.2% | +2.7% |
| YTD | +18.5% | +17.5% | +1.0% | +11.8% |
| 1Y | +27.1% | +26.1% | +1.1% | +17.8% |
| 3Y | +49.3% | +34.3% | +15.0% | +33.9% |
| 5Y | -1.6% | +7.2% | -8.8% | -9.0% |
| 10Y | +185.4% | +264.9% | -79.5% | +108.8% |
| All | +327.5% | +505.3% | -177.8% | +186.1% |
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 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