+283.5%
XEL vs IQV
+498.2%
-214.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.2% |
| 7D | -0.3% | -2.2% | +2.0% | +0.1% |
| 30D | -3.9% | +8.3% | -12.2% | -5.4% |
| 3M | -2.8% | +44.6% | -47.4% | -9.6% |
| 6M | -5.4% | +52.6% | -58.0% | -13.4% |
| YTD | +3.8% | +16.1% | -12.4% | -0.4% |
| 1Y | +6.8% | +37.3% | -30.4% | -1.3% |
| 3Y | +45.6% | +21.6% | +24.0% | +34.7% |
| 5Y | +30.7% | +0.5% | +30.2% | +24.3% |
| 10Y | +151.7% | +239.7% | -88.0% | +83.6% |
| All | +283.5% | +498.2% | -214.7% | +156.3% |
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