+178.7%
XRT vs IQV
+511.9%
-333.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.6% |
| 7D | +0.8% | +2.3% | -1.5% | -0.1% |
| 30D | -4.2% | +13.4% | -17.6% | -9.1% |
| 3M | +5.1% | +43.3% | -38.2% | -10.1% |
| 6M | +2.4% | +50.5% | -48.1% | -15.0% |
| YTD | +3.2% | +18.8% | -15.6% | -6.3% |
| 1Y | +1.5% | +45.5% | -43.9% | -16.0% |
| 3Y | +40.6% | +19.4% | +21.2% | +22.4% |
| 5Y | -1.0% | +1.7% | -2.7% | -9.1% |
| 10Y | +128.4% | +247.9% | -119.5% | +25.0% |
| All | +178.7% | +511.9% | -333.2% | +30.2% |
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