+839.6%
DE vs IQV
+488.0%
+351.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.4% | -5.3% | +2.9% | -0.7% |
| 30D | +9.7% | +5.5% | +4.2% | +7.8% |
| 3M | +21.4% | +41.2% | -19.9% | +7.5% |
| 6M | +15.0% | +50.5% | -35.5% | -1.2% |
| YTD | +46.4% | +14.1% | +32.3% | +36.9% |
| 1Y | +45.6% | +39.9% | +5.7% | +25.8% |
| 3Y | +76.8% | +20.5% | +56.3% | +55.5% |
| 5Y | +99.4% | -1.2% | +100.6% | +84.3% |
| 10Y | +864.6% | +233.9% | +630.7% | +483.6% |
| All | +839.6% | +488.0% | +351.6% | +435.8% |
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