+156.5%
XLE vs IQV
+527.4%
-370.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -0.2% | +4.1% | -4.3% | -1.6% |
| 30D | -4.0% | +4.7% | -8.7% | -5.6% |
| 3M | +4.6% | +12.6% | -8.0% | +0.2% |
| 6M | +12.3% | +58.2% | -45.9% | -5.6% |
| YTD | +44.5% | +21.8% | +22.8% | +31.0% |
| 1Y | +42.4% | +25.6% | +16.8% | +27.4% |
| 3Y | +67.0% | +40.1% | +27.0% | +35.9% |
| 5Y | +161.9% | +8.7% | +153.2% | +129.6% |
| 10Y | +173.9% | +255.9% | -82.1% | +43.5% |
| All | +156.5% | +527.4% | -370.8% | +17.2% |
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