+163.6%
W vs IQV
+389.1%
-225.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +3.7% |
| 7D | -4.2% | +2.3% | -6.5% | -6.0% |
| 30D | -7.6% | +13.4% | -21.0% | -17.2% |
| 3M | +37.2% | +43.3% | -6.1% | -2.7% |
| 6M | +26.3% | +50.5% | -24.2% | -16.9% |
| YTD | -1.0% | +18.8% | -19.8% | -20.8% |
| 1Y | +20.1% | +45.5% | -25.4% | -21.8% |
| 3Y | +37.8% | +19.4% | +18.4% | +4.9% |
| 5Y | -63.7% | +1.7% | -65.4% | -66.5% |
| 10Y | +156.3% | +247.9% | -91.6% | -9.8% |
| All | +163.6% | +389.1% | -225.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling