+102.9%
XLP vs IQV
+234.0%
-131.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.1% |
| 7D | -1.4% | +0.3% | -1.8% | -1.5% |
| 30D | -1.3% | +8.6% | -9.9% | -2.9% |
| 3M | +1.8% | +41.1% | -39.3% | -5.0% |
| 6M | -0.8% | +48.6% | -49.4% | -8.9% |
| YTD | +9.5% | +15.0% | -5.5% | +5.3% |
| 1Y | +7.2% | +38.1% | -30.9% | -1.3% |
| 3Y | +27.1% | +21.4% | +5.7% | +17.5% |
| 5Y | +32.0% | -1.0% | +33.1% | +26.2% |
| 10Y | +102.9% | +233.0% | -130.1% | +45.7% |
| All | +102.9% | +234.0% | -131.1% | +45.7% |
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 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