+128.8%
XLP vs IQV
+259.6%
-130.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.4% |
| 7D | +0.1% | +7.9% | -7.8% | -1.4% |
| 30D | +8.9% | +7.3% | +1.6% | +7.4% |
| 3M | +7.5% | +16.8% | -9.3% | +4.1% |
| 6M | +9.4% | +56.0% | -46.6% | -0.2% |
| YTD | +19.3% | +23.7% | -4.4% | +12.9% |
| 1Y | +21.7% | +32.5% | -10.8% | +13.5% |
| 3Y | +44.0% | +45.3% | -1.3% | +27.8% |
| 5Y | +42.8% | +10.7% | +32.0% | +33.1% |
| 10Y | +128.8% | +259.0% | -130.2% | +63.9% |
| All | +128.8% | +259.6% | -130.8% | +63.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling