+176.9%
XLE vs IQV
+236.7%
-59.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.5% | -5.3% | +5.8% | +2.3% |
| 30D | +6.6% | +5.5% | +1.0% | +4.5% |
| 3M | +12.3% | +41.2% | -29.0% | -1.6% |
| 6M | +18.4% | +50.5% | -32.1% | +0.1% |
| YTD | +47.2% | +14.1% | +33.1% | +36.6% |
| 1Y | +50.3% | +39.9% | +10.3% | +27.6% |
| 3Y | +55.3% | +20.5% | +34.8% | +33.2% |
| 5Y | +226.0% | -1.2% | +227.2% | +196.3% |
| All | +176.9% | +236.7% | -59.8% | +48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling