+135.9%
WMT vs IQV
-0.1%
+136.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.2% |
| 7D | 0.0% | -2.2% | +2.3% | +0.2% |
| 30D | -7.4% | +8.3% | -15.7% | -8.2% |
| 3M | -10.9% | +44.6% | -55.4% | -14.4% |
| 6M | -12.7% | +52.6% | -65.2% | -16.8% |
| YTD | -3.2% | +16.1% | -19.3% | -5.2% |
| 1Y | +5.3% | +37.3% | -32.0% | +0.6% |
| 3Y | +101.9% | +21.6% | +80.3% | +92.2% |
| All | +135.9% | -0.1% | +136.0% | +124.7% |
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