+81.8%
XLI vs IQV
-0.1%
+82.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.7% | +0.6% |
| 7D | -1.7% | -2.2% | +0.6% | -1.1% |
| 30D | -7.3% | +8.3% | -15.6% | -9.1% |
| 3M | -1.3% | +44.6% | -45.9% | -10.9% |
| 6M | +2.2% | +52.6% | -50.3% | -9.7% |
| YTD | +11.7% | +16.1% | -4.4% | +6.1% |
| 1Y | +14.3% | +37.3% | -23.0% | +2.6% |
| 3Y | +70.3% | +21.6% | +48.8% | +54.4% |
| All | +81.8% | -0.1% | +82.0% | +69.0% |
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