+330.3%
XLV vs IQV
+498.2%
-167.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.8% |
| 7D | -3.6% | -2.2% | -1.3% | -2.8% |
| 30D | -1.8% | +8.3% | -10.1% | -4.6% |
| 3M | +7.8% | +44.6% | -36.8% | -5.9% |
| 6M | +9.1% | +52.6% | -43.5% | -7.3% |
| YTD | +7.7% | +16.1% | -8.4% | 0.0% |
| 1Y | +20.4% | +37.3% | -16.9% | +4.7% |
| 3Y | +30.8% | +21.6% | +9.2% | +14.7% |
| 5Y | +34.6% | +0.5% | +34.1% | +24.4% |
| 10Y | +173.4% | +239.7% | -66.3% | +47.6% |
| All | +330.3% | +498.2% | -167.9% | +96.4% |
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