+237.8%
XLB vs IQV
+505.9%
-268.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.6% |
| 7D | +0.5% | -2.5% | +3.0% | +1.4% |
| 30D | +5.2% | +1.2% | +4.0% | +4.5% |
| 3M | +0.3% | +9.8% | -9.5% | -3.4% |
| 6M | +1.2% | +53.8% | -52.6% | -14.9% |
| YTD | +16.6% | +17.6% | -1.0% | +6.7% |
| 1Y | +21.4% | +18.6% | +2.8% | +10.7% |
| 3Y | +43.2% | +36.9% | +6.3% | +18.0% |
| 5Y | +28.0% | +4.1% | +23.9% | +15.8% |
| 10Y | +164.8% | +243.7% | -79.0% | +47.5% |
| All | +237.8% | +505.9% | -268.0% | +63.6% |
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