-98.3%
DFNS vs IQV
+41.8%
-140.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.3% | -4.9% |
| 7D | -6.3% | -2.2% | -4.1% | -3.6% |
| 30D | -74.0% | +8.3% | -82.3% | -77.2% |
| 3M | -70.1% | +44.6% | -114.7% | -79.1% |
| 6M | -93.9% | +52.6% | -146.5% | -95.9% |
| YTD | -98.1% | +16.1% | -114.2% | -98.4% |
| 1Y | -98.3% | +37.3% | -135.6% | -98.9% |
| All | -98.3% | +41.8% | -140.1% | -98.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling