+214.3%
XLP vs IQV
+521.2%
-306.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.8% |
| 7D | +0.7% | +1.7% | -0.9% | +0.4% |
| 30D | +10.3% | +5.3% | +4.9% | +9.1% |
| 3M | +6.5% | +17.0% | -10.4% | +3.2% |
| 6M | +8.4% | +54.0% | -45.7% | -0.9% |
| YTD | +18.2% | +20.6% | -2.4% | +12.4% |
| 1Y | +22.4% | +28.9% | -6.5% | +14.7% |
| 3Y | +41.9% | +37.0% | +4.9% | +27.7% |
| 5Y | +40.9% | +10.0% | +30.9% | +31.2% |
| 10Y | +128.4% | +274.5% | -146.1% | +56.7% |
| All | +214.3% | +521.2% | -306.9% | +96.1% |
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