+141.4%
XLC vs IQV
+148.0%
-6.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.6% |
| 7D | +0.6% | +0.3% | +0.2% | +0.4% |
| 30D | +0.2% | +8.6% | -8.3% | -2.7% |
| 3M | +0.6% | +41.1% | -40.5% | -11.6% |
| 6M | -4.5% | +48.6% | -53.1% | -18.4% |
| YTD | -4.7% | +15.0% | -19.7% | -11.4% |
| 1Y | -1.7% | +38.1% | -39.8% | -15.3% |
| 3Y | +72.3% | +21.4% | +50.9% | +49.7% |
| 5Y | +37.8% | -1.0% | +38.8% | +28.5% |
| All | +141.4% | +148.0% | -6.7% | +44.6% |
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