-68.6%
XYZ vs IQV
-1.9%
-66.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -0.8% |
| 7D | +2.9% | +0.3% | +2.5% | +2.6% |
| 30D | +1.4% | +8.6% | -7.2% | -4.9% |
| 3M | +14.6% | +41.1% | -26.6% | -14.4% |
| 6M | +20.8% | +48.6% | -27.8% | -14.8% |
| YTD | +23.1% | +15.0% | +8.1% | +6.7% |
| 1Y | +5.6% | +38.1% | -32.5% | -22.7% |
| 3Y | +50.9% | +21.4% | +29.5% | +13.8% |
| 5Y | -68.6% | -1.0% | -67.5% | -70.9% |
| All | -68.6% | -1.9% | -66.6% | -70.9% |
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