+64.3%
XLF vs IQV
-0.1%
+64.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.1% | +0.2% |
| 7D | -1.5% | -2.2% | +0.8% | -0.9% |
| 30D | -1.2% | +8.3% | -9.5% | -3.3% |
| 3M | +9.2% | +44.6% | -35.4% | -1.9% |
| 6M | +16.3% | +52.6% | -36.2% | +2.3% |
| YTD | +5.4% | +16.1% | -10.7% | -0.1% |
| 1Y | +7.6% | +37.3% | -29.7% | -3.7% |
| 3Y | +74.2% | +21.6% | +52.6% | +57.2% |
| All | +64.3% | -0.1% | +64.4% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling