-29.7%
WBD vs IQV
+487.2%
-516.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.4% |
| 7D | -1.7% | -2.6% | +0.9% | -0.7% |
| 30D | +3.9% | +6.2% | -2.3% | +1.3% |
| 3M | +5.1% | +38.0% | -32.9% | -8.3% |
| 6M | +0.6% | +43.9% | -43.3% | -14.6% |
| YTD | -3.2% | +14.0% | -17.2% | -10.7% |
| 1Y | +127.7% | +35.5% | +92.1% | +94.4% |
| 3Y | +146.6% | +20.3% | +126.2% | +115.9% |
| 5Y | +4.2% | -1.6% | +5.8% | -3.6% |
| 10Y | +13.7% | +233.4% | -219.8% | -34.2% |
| All | -29.7% | +487.2% | -516.9% | -64.5% |
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