+99.6%
DE vs IQV
-0.1%
+99.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.1% | -0.7% |
| 7D | -2.6% | -2.2% | -0.3% | -2.1% |
| 30D | +9.0% | +8.3% | +0.7% | +7.2% |
| 3M | +19.1% | +44.6% | -25.4% | +9.7% |
| 6M | +14.4% | +52.6% | -38.2% | +3.5% |
| YTD | +45.9% | +16.1% | +29.8% | +40.0% |
| 1Y | +43.6% | +37.3% | +6.3% | +31.5% |
| 3Y | +75.9% | +21.6% | +54.3% | +61.8% |
| All | +99.6% | -0.1% | +99.8% | +81.5% |
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