+69.7%
XLC vs IQV
+20.0%
+49.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -1.7% | -5.3% | +3.6% | -0.8% |
| 30D | +0.2% | +5.5% | -5.3% | -0.7% |
| 3M | +0.7% | +41.2% | -40.5% | -5.4% |
| 6M | -4.5% | +50.5% | -55.0% | -11.6% |
| YTD | -4.7% | +14.1% | -18.9% | -7.4% |
| 1Y | -1.5% | +39.9% | -41.4% | -8.5% |
| All | +69.7% | +20.0% | +49.7% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling