+2,397.0%
VRT vs IQV
+111.0%
+2,286.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.7% |
| 7D | -7.7% | -5.3% | -2.4% | -5.4% |
| 30D | -12.0% | +5.5% | -17.5% | -14.4% |
| 3M | -11.7% | +41.2% | -52.9% | -27.8% |
| 6M | -8.1% | +50.5% | -58.6% | -28.8% |
| YTD | +53.2% | +14.1% | +39.1% | +36.2% |
| 1Y | +81.7% | +39.9% | +41.7% | +42.9% |
| 3Y | +535.3% | +20.5% | +514.8% | +411.7% |
| 5Y | +916.4% | -1.2% | +917.6% | +829.1% |
| All | +2,397.0% | +111.0% | +2,286.0% | +1,335.8% |
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