+3.6%
WBD vs IQV
-0.1%
+3.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.3% |
| 7D | -0.7% | -2.2% | +1.5% | +0.2% |
| 30D | +1.4% | +8.3% | -6.9% | -2.1% |
| 3M | +4.4% | +44.6% | -40.2% | -12.1% |
| 6M | +0.8% | +52.6% | -51.7% | -18.2% |
| YTD | -2.7% | +16.1% | -18.8% | -11.1% |
| 1Y | +73.4% | +37.3% | +36.1% | +43.6% |
| 3Y | +142.1% | +21.6% | +120.6% | +104.9% |
| All | +3.6% | -0.1% | +3.8% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling