+84.2%
UPS vs IQV
+492.3%
-408.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -0.8% |
| 7D | -2.1% | +0.3% | -2.5% | -2.2% |
| 30D | -2.3% | +8.6% | -10.9% | -4.7% |
| 3M | -5.2% | +41.1% | -46.3% | -15.4% |
| 6M | +1.4% | +48.6% | -47.1% | -11.6% |
| YTD | +6.1% | +15.0% | -8.9% | -0.6% |
| 1Y | +27.0% | +38.1% | -11.1% | +11.6% |
| 3Y | -25.9% | +21.4% | -47.3% | -34.1% |
| 5Y | -34.6% | -1.0% | -33.6% | -38.8% |
| 10Y | +36.2% | +233.0% | -196.8% | -9.7% |
| All | +84.2% | +492.3% | -408.1% | +11.6% |
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 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