+1,802.9%
TER vs IQV
+236.7%
+1,566.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.6% |
| 7D | +9.4% | -5.3% | +14.6% | +12.4% |
| 30D | -2.4% | +5.5% | -8.0% | -5.7% |
| 3M | +6.5% | +41.2% | -34.7% | -16.1% |
| 6M | +23.2% | +50.5% | -27.4% | -8.3% |
| YTD | +91.5% | +14.1% | +77.3% | +65.1% |
| 1Y | +214.8% | +39.9% | +174.9% | +135.6% |
| 3Y | +275.3% | +20.5% | +254.8% | +198.2% |
| 5Y | +211.9% | -1.2% | +213.1% | +180.8% |
| All | +1,802.9% | +236.7% | +1,566.2% | +757.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling