+406.0%
XLI vs IQV
+487.2%
-81.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | -0.6% | -2.6% | +2.0% | +0.3% |
| 30D | -6.9% | +6.2% | -13.1% | -9.0% |
| 3M | -1.9% | +38.0% | -39.9% | -13.5% |
| 6M | +1.0% | +43.9% | -42.9% | -13.1% |
| YTD | +11.3% | +14.0% | -2.7% | +3.4% |
| 1Y | +15.8% | +35.5% | -19.7% | 0.0% |
| 3Y | +69.8% | +20.3% | +49.5% | +47.9% |
| 5Y | +80.9% | -1.6% | +82.5% | +67.3% |
| 10Y | +257.2% | +233.4% | +23.8% | +99.6% |
| All | +406.0% | +487.2% | -81.3% | +144.4% |
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