+135.9%
XLU vs IQV
+242.6%
-106.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.7% |
| 7D | -1.6% | -2.2% | +0.6% | -1.1% |
| 30D | -3.3% | +8.3% | -11.6% | -5.1% |
| 3M | -3.2% | +44.6% | -47.7% | -11.5% |
| 6M | -7.0% | +52.6% | -59.5% | -16.7% |
| YTD | +0.6% | +16.1% | -15.5% | -4.3% |
| 1Y | +2.4% | +37.3% | -34.8% | -7.2% |
| 3Y | +46.3% | +21.6% | +24.7% | +32.8% |
| 5Y | +44.0% | +0.5% | +43.5% | +35.8% |
| All | +135.9% | +242.6% | -106.7% | +60.7% |
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