+100.0%
UAL vs IQV
+236.7%
-136.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -2.0% | -5.3% | +3.3% | +1.1% |
| 30D | -15.7% | +5.5% | -21.2% | -18.5% |
| 3M | +3.6% | +41.2% | -37.6% | -17.2% |
| 6M | +16.9% | +50.5% | -33.6% | -11.1% |
| YTD | -4.8% | +14.1% | -18.9% | -15.7% |
| 1Y | -0.9% | +39.9% | -40.9% | -23.7% |
| 3Y | +124.5% | +20.5% | +104.0% | +81.2% |
| 5Y | +140.2% | -1.2% | +141.4% | +113.8% |
| All | +100.0% | +236.7% | -136.8% | -12.6% |
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