+33.4%
XLB vs IQV
-1.9%
+35.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.3% |
| 7D | -3.5% | -5.3% | +1.7% | -2.1% |
| 30D | -4.7% | +5.5% | -10.2% | -6.2% |
| 3M | +2.7% | +41.2% | -38.5% | -7.7% |
| 6M | +2.6% | +50.5% | -47.9% | -10.2% |
| YTD | +12.8% | +14.1% | -1.3% | +7.0% |
| 1Y | +14.0% | +39.9% | -26.0% | +0.3% |
| 3Y | +31.5% | +20.5% | +11.0% | +17.6% |
| 5Y | +33.4% | -1.2% | +34.7% | +23.5% |
| All | +33.4% | -1.9% | +35.4% | +23.5% |
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