+235.0%
WFC vs IQV
+492.3%
-257.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.0% |
| 7D | +1.1% | +0.3% | +0.7% | +0.9% |
| 30D | +0.8% | +8.6% | -7.8% | -2.5% |
| 3M | +9.3% | +41.1% | -31.8% | -5.5% |
| 6M | +10.6% | +48.6% | -37.9% | -7.3% |
| YTD | -4.1% | +15.0% | -19.1% | -11.8% |
| 1Y | +13.6% | +38.1% | -24.5% | -4.1% |
| 3Y | +130.7% | +21.4% | +109.3% | +97.8% |
| 5Y | +126.7% | -1.0% | +127.8% | +108.0% |
| 10Y | +132.1% | +233.0% | -100.8% | +24.4% |
| All | +235.0% | +492.3% | -257.4% | +51.2% |
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 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