+414.3%
VUG vs IQV
+242.6%
+171.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.2% |
| 7D | -0.5% | -2.2% | +1.8% | +0.4% |
| 30D | -1.0% | +8.3% | -9.3% | -4.2% |
| 3M | +3.5% | +44.6% | -41.1% | -12.1% |
| 6M | +14.2% | +52.6% | -38.4% | -6.2% |
| YTD | +8.5% | +16.1% | -7.6% | -0.9% |
| 1Y | +12.9% | +37.3% | -24.4% | -4.8% |
| 3Y | +85.6% | +21.6% | +64.1% | +57.6% |
| 5Y | +78.1% | +0.5% | +77.6% | +63.5% |
| All | +414.3% | +242.6% | +171.8% | +181.2% |
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