+193.1%
XLP vs IQV
+511.9%
-318.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | -1.0% | +2.3% | -3.3% | -1.5% |
| 30D | -0.9% | +13.4% | -14.3% | -3.3% |
| 3M | +3.8% | +43.3% | -39.5% | -3.5% |
| 6M | -1.7% | +50.5% | -52.3% | -10.0% |
| YTD | +10.3% | +18.8% | -8.5% | +5.3% |
| 1Y | +7.8% | +45.5% | -37.7% | -1.7% |
| 3Y | +27.2% | +19.4% | +7.8% | +18.3% |
| 5Y | +32.5% | +1.7% | +30.8% | +25.8% |
| 10Y | +101.8% | +247.9% | -146.1% | +40.6% |
| All | +193.1% | +511.9% | -318.8% | +83.8% |
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