+278.9%
ADP vs IQV
+242.6%
+36.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.3% |
| 7D | -2.8% | -2.2% | -0.5% | -1.9% |
| 30D | +0.2% | +8.3% | -8.1% | -2.8% |
| 3M | +20.5% | +44.6% | -24.1% | +3.9% |
| 6M | +28.8% | +52.6% | -23.8% | +7.9% |
| YTD | +6.6% | +16.1% | -9.5% | -1.3% |
| 1Y | -6.9% | +37.3% | -44.2% | -20.0% |
| 3Y | +16.1% | +21.6% | -5.4% | +0.1% |
| 5Y | +49.3% | +0.5% | +48.9% | +37.7% |
| All | +278.9% | +242.6% | +36.3% | +103.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling