+214.2%
ADM vs IQV
+505.9%
-291.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +3.3% |
| 7D | +4.2% | -2.5% | +6.7% | +4.8% |
| 30D | -12.8% | +1.2% | -14.0% | -13.3% |
| 3M | -8.5% | +9.8% | -18.2% | -11.0% |
| 6M | -10.9% | +53.8% | -64.7% | -21.6% |
| YTD | +29.4% | +17.6% | +11.8% | +21.3% |
| 1Y | +27.5% | +18.6% | +8.9% | +19.2% |
| 3Y | +10.3% | +36.9% | -26.6% | -4.7% |
| 5Y | +27.4% | +4.1% | +23.3% | +17.2% |
| 10Y | +134.6% | +243.7% | -109.1% | +40.8% |
| All | +214.2% | +505.9% | -291.6% | +64.2% |
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