+64.4%
UL vs IQV
+242.6%
-178.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.3% |
| 7D | -3.4% | -2.2% | -1.2% | -3.0% |
| 30D | +0.5% | +8.3% | -7.8% | -1.0% |
| 3M | +7.2% | +44.6% | -37.3% | +0.3% |
| 6M | -3.1% | +52.6% | -55.6% | -10.5% |
| YTD | -2.7% | +16.1% | -18.8% | -6.2% |
| 1Y | -10.2% | +37.3% | -47.5% | -16.5% |
| 3Y | +20.3% | +21.6% | -1.3% | +12.0% |
| 5Y | +19.9% | +0.5% | +19.5% | +15.0% |
| All | +64.4% | +242.6% | -178.2% | +14.7% |
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