+155.2%
W vs IQV
+242.6%
-87.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | -0.4% |
| 7D | -0.9% | -2.2% | +1.4% | +1.0% |
| 30D | -4.2% | +8.3% | -12.5% | -11.1% |
| 3M | +26.9% | +44.6% | -17.7% | -12.5% |
| 6M | +31.2% | +52.6% | -21.3% | -16.6% |
| YTD | -1.8% | +16.1% | -18.0% | -20.9% |
| 1Y | +9.3% | +37.3% | -28.0% | -26.5% |
| 3Y | +33.2% | +21.6% | +11.6% | -3.0% |
| 5Y | -62.4% | +0.5% | -62.9% | -65.3% |
| All | +155.2% | +242.6% | -87.4% | -17.6% |
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