+264.7%
ADM vs IQV
+511.9%
-247.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.6% |
| 7D | +3.8% | +2.3% | +1.5% | +3.1% |
| 30D | +9.8% | +13.4% | -3.7% | +6.1% |
| 3M | +2.1% | +43.3% | -41.2% | -8.0% |
| 6M | +27.5% | +50.5% | -23.0% | +12.5% |
| YTD | +50.2% | +18.8% | +31.4% | +40.8% |
| 1Y | +40.6% | +45.5% | -4.9% | +23.6% |
| 3Y | +17.2% | +19.4% | -2.1% | +6.0% |
| 5Y | +61.9% | +1.7% | +60.2% | +50.4% |
| 10Y | +159.3% | +247.9% | -88.7% | +55.5% |
| All | +264.7% | +511.9% | -247.2% | +90.6% |
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