-5.9%
DASH vs IQV
+60.4%
-66.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -10.2% | +4.1% | -14.3% | -12.2% |
| 30D | -8.2% | +4.7% | -12.9% | -10.9% |
| 3M | -15.9% | +12.6% | -28.5% | -21.9% |
| 6M | +13.3% | +58.2% | -44.9% | -14.7% |
| YTD | -21.3% | +21.8% | -43.1% | -31.8% |
| 1Y | -11.1% | +25.6% | -36.8% | -24.8% |
| 3Y | +103.8% | +40.1% | +63.7% | +43.5% |
| 5Y | -21.6% | +8.7% | -30.3% | -31.6% |
| All | -5.9% | +60.4% | -66.3% | -38.5% |
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