+157.8%
XLE vs IQV
+511.9%
-354.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.4% |
| 7D | +2.2% | +2.3% | -0.1% | +1.4% |
| 30D | +11.8% | +13.4% | -1.7% | +7.0% |
| 3M | +9.8% | +43.3% | -33.5% | -3.9% |
| 6M | +15.6% | +50.5% | -35.0% | -1.7% |
| YTD | +45.3% | +18.8% | +26.5% | +33.1% |
| 1Y | +48.3% | +45.5% | +2.8% | +24.9% |
| 3Y | +55.4% | +19.4% | +36.1% | +35.3% |
| 5Y | +216.1% | +1.7% | +214.4% | +185.3% |
| 10Y | +178.4% | +247.9% | -69.5% | +47.3% |
| All | +157.8% | +511.9% | -354.1% | +19.2% |
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