-35.7%
U vs IQV
+63.2%
-98.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +3.2% |
| 7D | +5.5% | -2.2% | +7.8% | +7.2% |
| 30D | -1.3% | +8.3% | -9.6% | -7.4% |
| 3M | +64.6% | +44.6% | +20.0% | +20.4% |
| 6M | +119.4% | +52.6% | +66.8% | +51.6% |
| YTD | -0.5% | +16.1% | -16.6% | -13.5% |
| 1Y | +1.3% | +37.3% | -36.0% | -24.7% |
| 3Y | +15.6% | +21.6% | -5.9% | -10.2% |
| 5Y | -67.5% | +0.5% | -67.9% | -70.3% |
| All | -35.7% | +63.2% | -98.9% | -51.4% |
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 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