+228.2%
VT vs IQV
+233.5%
-5.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.4% |
| 7D | -0.1% | -2.6% | +2.5% | +0.7% |
| 30D | -0.7% | +6.2% | -6.9% | -2.8% |
| 3M | +4.0% | +38.0% | -34.0% | -7.9% |
| 6M | +12.3% | +43.9% | -31.6% | -2.9% |
| YTD | +14.0% | +14.0% | 0.0% | +6.4% |
| 1Y | +20.3% | +35.5% | -15.2% | +4.6% |
| 3Y | +75.4% | +20.3% | +55.1% | +53.4% |
| 5Y | +66.0% | -1.6% | +67.6% | +54.6% |
| 10Y | +228.2% | +233.4% | -5.2% | +91.2% |
| All | +228.2% | +233.5% | -5.3% | +91.2% |
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