+7.4%
DASH vs IQV
+2.2%
+5.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -3.8% |
| 7D | -10.6% | +2.3% | -12.9% | -11.7% |
| 30D | +2.2% | +13.4% | -11.3% | -5.0% |
| 3M | +32.3% | +43.3% | -11.0% | +6.7% |
| 6M | +19.1% | +50.5% | -31.4% | -7.4% |
| YTD | -6.5% | +18.8% | -25.3% | -17.2% |
| 1Y | -14.9% | +45.5% | -60.4% | -34.5% |
| 3Y | +151.9% | +19.4% | +132.6% | +106.4% |
| All | +7.4% | +2.2% | +5.2% | -2.7% |
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 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