+47.9%
ADP vs IQV
-1.9%
+49.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -5.7% | -5.3% | -0.4% | -4.2% |
| 30D | -1.4% | +5.5% | -6.9% | -2.9% |
| 3M | +16.6% | +41.2% | -24.7% | +5.4% |
| 6M | +24.9% | +50.5% | -25.6% | +10.4% |
| YTD | +5.6% | +14.1% | -8.6% | +0.6% |
| 1Y | -6.0% | +39.9% | -46.0% | -16.1% |
| 3Y | +14.5% | +20.5% | -6.0% | +3.5% |
| 5Y | +47.9% | -1.2% | +49.1% | +42.5% |
| All | +47.9% | -1.9% | +49.8% | +42.5% |
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 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