+508.1%
ADP vs IQV
+511.9%
-3.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.6% |
| 7D | -3.4% | +2.3% | -5.7% | -4.3% |
| 30D | +2.8% | +13.4% | -10.6% | -2.1% |
| 3M | +20.9% | +43.3% | -22.4% | +5.0% |
| 6M | +29.9% | +50.5% | -20.7% | +9.8% |
| YTD | +9.6% | +18.8% | -9.1% | +0.7% |
| 1Y | -5.3% | +45.5% | -50.7% | -20.1% |
| 3Y | +16.5% | +19.4% | -2.9% | +1.9% |
| 5Y | +49.4% | +1.7% | +47.7% | +37.1% |
| 10Y | +282.2% | +247.9% | +34.3% | +106.3% |
| All | +508.1% | +511.9% | -3.8% | +185.7% |
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