+32.0%
XEL vs IQV
-0.1%
+32.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | -0.3% | -2.2% | +2.0% | -0.1% |
| 30D | -3.9% | +8.3% | -12.2% | -4.8% |
| 3M | -2.8% | +44.6% | -47.4% | -6.9% |
| 6M | -5.4% | +52.6% | -58.0% | -10.2% |
| YTD | +3.8% | +16.1% | -12.4% | +1.8% |
| 1Y | +6.8% | +37.3% | -30.4% | +1.9% |
| 3Y | +45.6% | +21.6% | +24.0% | +39.0% |
| All | +32.0% | -0.1% | +32.2% | +25.5% |
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 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