+640.8%
VUG vs IQV
+492.3%
+148.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.9% |
| 7D | +0.9% | +0.3% | +0.5% | +0.7% |
| 30D | -1.4% | +8.6% | -10.0% | -4.7% |
| 3M | +2.3% | +41.1% | -38.8% | -12.0% |
| 6M | +15.7% | +48.6% | -32.9% | -3.6% |
| YTD | +8.6% | +15.0% | -6.4% | -0.3% |
| 1Y | +14.1% | +38.1% | -24.1% | -3.8% |
| 3Y | +87.9% | +21.4% | +66.5% | +60.2% |
| 5Y | +76.3% | -1.0% | +77.3% | +62.8% |
| 10Y | +409.7% | +233.0% | +176.7% | +178.2% |
| All | +640.8% | +492.3% | +148.4% | +244.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling