+366.0%
XLY vs IQV
+498.2%
-132.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.2% |
| 7D | -1.7% | -2.2% | +0.5% | -0.9% |
| 30D | -4.2% | +8.3% | -12.5% | -7.2% |
| 3M | -2.7% | +44.6% | -47.3% | -16.6% |
| 6M | -0.6% | +52.6% | -53.2% | -17.4% |
| YTD | -5.0% | +16.1% | -21.2% | -12.8% |
| 1Y | -4.1% | +37.3% | -41.4% | -18.3% |
| 3Y | +33.6% | +21.6% | +12.0% | +15.0% |
| 5Y | +28.7% | +0.5% | +28.2% | +18.5% |
| 10Y | +219.6% | +239.7% | -20.0% | +78.1% |
| All | +366.0% | +498.2% | -132.2% | +120.5% |
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 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