+110.7%
VNQ vs IQV
+488.0%
-377.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.6% | -5.3% | +2.6% | -0.9% |
| 30D | -2.3% | +5.5% | -7.9% | -4.2% |
| 3M | -2.8% | +41.2% | -44.0% | -14.3% |
| 6M | +2.5% | +50.5% | -48.0% | -12.5% |
| YTD | +8.4% | +14.1% | -5.7% | +1.1% |
| 1Y | +6.8% | +39.9% | -33.2% | -8.2% |
| 3Y | +29.9% | +20.5% | +9.4% | +14.0% |
| 5Y | +7.2% | -1.2% | +8.4% | -0.3% |
| 10Y | +62.5% | +233.9% | -171.3% | -1.6% |
| All | +110.7% | +488.0% | -377.3% | +12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling