+107.3%
UL vs IQV
+492.3%
-385.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.4% |
| 7D | -1.3% | +0.3% | -1.6% | -1.4% |
| 30D | +0.9% | +8.6% | -7.7% | -0.7% |
| 3M | +14.2% | +41.1% | -26.9% | +7.1% |
| 6M | -3.2% | +48.6% | -51.7% | -10.5% |
| YTD | -0.3% | +15.0% | -15.3% | -3.9% |
| 1Y | -8.8% | +38.1% | -46.9% | -15.5% |
| 3Y | +23.9% | +21.4% | +2.5% | +15.0% |
| 5Y | +21.4% | -1.0% | +22.4% | +16.3% |
| 10Y | +66.7% | +233.0% | -166.3% | +14.2% |
| All | +107.3% | +492.3% | -385.0% | +29.3% |
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