+89.2%
USB vs IQV
+259.6%
-170.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +1.5% |
| 7D | +0.8% | +7.9% | -7.1% | -2.2% |
| 30D | +6.8% | +7.3% | -0.5% | +3.7% |
| 3M | -3.8% | +16.8% | -20.6% | -9.9% |
| 6M | +11.7% | +56.0% | -44.3% | -8.3% |
| YTD | +17.5% | +23.7% | -6.2% | +4.4% |
| 1Y | +33.8% | +32.5% | +1.3% | +15.2% |
| 3Y | +104.2% | +45.3% | +58.9% | +62.1% |
| 5Y | +26.4% | +10.7% | +15.7% | +10.8% |
| 10Y | +89.2% | +259.0% | -169.8% | +7.2% |
| All | +89.2% | +259.6% | -170.4% | +7.2% |
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