+44.2%
XLU vs IQV
-0.1%
+44.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | -1.6% | -2.2% | +0.6% | -1.3% |
| 30D | -3.3% | +8.3% | -11.6% | -4.4% |
| 3M | -3.2% | +44.6% | -47.7% | -8.3% |
| 6M | -7.0% | +52.6% | -59.5% | -13.0% |
| YTD | +0.6% | +16.1% | -15.5% | -1.9% |
| 1Y | +2.4% | +37.3% | -34.8% | -3.6% |
| 3Y | +46.3% | +21.6% | +24.7% | +37.9% |
| All | +44.2% | -0.1% | +44.4% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling