+229.2%
XLU vs IQV
+498.2%
-269.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.7% |
| 7D | -1.6% | -2.2% | +0.6% | -1.2% |
| 30D | -3.3% | +8.3% | -11.6% | -5.0% |
| 3M | -3.2% | +44.6% | -47.7% | -11.0% |
| 6M | -7.0% | +52.6% | -59.5% | -16.1% |
| YTD | +0.6% | +16.1% | -15.5% | -4.0% |
| 1Y | +2.4% | +37.3% | -34.8% | -6.6% |
| 3Y | +46.3% | +21.6% | +24.7% | +33.8% |
| 5Y | +44.0% | +0.5% | +43.5% | +36.0% |
| 10Y | +140.1% | +239.7% | -99.6% | +68.9% |
| All | +229.2% | +498.2% | -269.0% | +113.3% |
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