+83.6%
USB vs IQV
+252.5%
-168.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -0.5% | +4.1% | -4.6% | -2.1% |
| 30D | +5.7% | +4.7% | +1.0% | +3.6% |
| 3M | -4.7% | +12.6% | -17.3% | -9.5% |
| 6M | +13.4% | +58.2% | -44.8% | -7.5% |
| YTD | +17.0% | +21.8% | -4.8% | +4.6% |
| 1Y | +32.4% | +25.6% | +6.7% | +16.6% |
| 3Y | +101.7% | +40.1% | +61.6% | +62.6% |
| 5Y | +24.4% | +8.7% | +15.7% | +9.9% |
| 10Y | +83.6% | +255.9% | -172.3% | +4.7% |
| All | +83.6% | +252.5% | -168.9% | +4.7% |
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