-61.6%
XYZ vs IQV
+10.6%
-72.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +1.7% |
| 7D | +14.9% | +7.9% | +7.0% | +8.5% |
| 30D | +14.7% | +7.3% | +7.4% | +8.5% |
| 3M | +12.1% | +16.8% | -4.7% | -0.9% |
| 6M | +18.3% | +56.0% | -37.7% | -18.9% |
| YTD | +36.1% | +23.7% | +12.4% | +11.2% |
| 1Y | +35.3% | +32.5% | +2.8% | +4.0% |
| 3Y | +73.5% | +45.3% | +28.2% | +7.5% |
| 5Y | -61.6% | +10.7% | -72.4% | -67.7% |
| All | -61.6% | +10.6% | -72.2% | -67.7% |
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