+84.9%
USB vs IQV
+252.3%
-167.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.2% |
| 7D | +1.4% | +4.8% | -3.3% | -0.4% |
| 30D | +6.4% | +5.9% | +0.6% | +3.9% |
| 3M | -4.5% | +13.7% | -18.2% | -9.6% |
| 6M | +11.4% | +54.0% | -42.6% | -8.1% |
| YTD | +17.1% | +22.1% | -5.0% | +4.6% |
| 1Y | +32.6% | +29.1% | +3.4% | +15.4% |
| 3Y | +101.8% | +40.4% | +61.4% | +62.7% |
| 5Y | +25.1% | +9.1% | +16.0% | +10.3% |
| 10Y | +84.9% | +251.2% | -166.4% | +5.4% |
| All | +84.9% | +252.3% | -167.4% | +5.4% |
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 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