+47.1%
ADP vs IQV
+36.2%
+10.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.1% |
| 7D | +2.2% | -2.5% | +4.6% | +2.6% |
| 30D | +10.6% | +1.2% | +9.4% | +10.1% |
| 3M | +12.9% | +9.8% | +3.1% | +10.7% |
| 6M | +50.6% | +53.8% | -3.2% | +38.4% |
| YTD | +23.2% | +17.6% | +5.6% | +18.1% |
| 1Y | +25.3% | +18.6% | +6.7% | +19.9% |
| 3Y | +47.1% | +36.9% | +10.2% | +32.0% |
| All | +47.1% | +36.2% | +10.9% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling