-34.7%
UPS vs IQV
-0.1%
-34.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.2% |
| 7D | -2.0% | -2.2% | +0.3% | -1.4% |
| 30D | -2.0% | +8.3% | -10.3% | -4.1% |
| 3M | -6.2% | +44.6% | -50.8% | -16.5% |
| 6M | +2.8% | +52.6% | -49.8% | -10.6% |
| YTD | +5.9% | +16.1% | -10.2% | -0.3% |
| 1Y | +26.2% | +37.3% | -11.0% | +11.7% |
| 3Y | -26.0% | +21.6% | -47.6% | -34.1% |
| All | -34.7% | -0.1% | -34.5% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling