+91.7%
USB vs IQV
+269.6%
-177.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.5% |
| 7D | 0.0% | +1.7% | -1.7% | -0.7% |
| 30D | +5.8% | +5.3% | +0.5% | +3.5% |
| 3M | -6.0% | +17.0% | -22.9% | -12.1% |
| 6M | +7.8% | +54.0% | -46.3% | -11.2% |
| YTD | +14.6% | +20.6% | -6.0% | +2.8% |
| 1Y | +31.8% | +28.9% | +2.9% | +14.7% |
| 3Y | +91.5% | +37.0% | +54.5% | +55.9% |
| 5Y | +22.0% | +10.0% | +12.1% | +7.1% |
| All | +91.7% | +269.6% | -177.9% | +8.2% |
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 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