+59.3%
USAR vs IQV
+16.7%
+42.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.1% | -6.1% | -6.0% |
| 7D | -9.3% | -5.3% | -4.1% | -8.7% |
| 30D | -15.2% | +5.5% | -20.7% | -15.8% |
| 3M | -21.1% | +41.2% | -62.3% | -26.1% |
| 6M | -21.6% | +50.5% | -72.1% | -27.7% |
| YTD | +34.8% | +14.1% | +20.6% | +29.8% |
| 1Y | +15.6% | +39.9% | -24.3% | +6.5% |
| 3Y | +57.7% | +20.5% | +37.2% | +47.0% |
| All | +59.3% | +16.7% | +42.6% | +48.4% |
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