+365.9%
XLF vs IQV
+488.0%
-122.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | -2.9% | -5.3% | +2.4% | -0.9% |
| 30D | -1.6% | +5.5% | -7.1% | -3.7% |
| 3M | +9.3% | +41.2% | -32.0% | -4.9% |
| 6M | +14.6% | +50.5% | -35.9% | -3.6% |
| YTD | +4.7% | +14.1% | -9.4% | -2.9% |
| 1Y | +8.6% | +39.9% | -31.3% | -7.7% |
| 3Y | +73.9% | +20.5% | +53.4% | +50.4% |
| 5Y | +65.0% | -1.2% | +66.3% | +52.0% |
| 10Y | +250.4% | +233.9% | +16.6% | +89.0% |
| All | +365.9% | +488.0% | -122.1% | +112.4% |
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