-99.9%
DFNS vs IQV
+19.8%
-119.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.8% | -4.3% |
| 7D | +4.6% | -2.6% | +7.2% | +5.9% |
| 30D | -73.9% | +6.2% | -80.1% | -74.7% |
| 3M | -71.7% | +38.0% | -109.7% | -73.7% |
| 6M | -94.6% | +43.9% | -138.5% | -95.0% |
| YTD | -98.1% | +14.0% | -112.1% | -98.2% |
| 1Y | -98.3% | +35.5% | -133.8% | -98.4% |
| All | -99.9% | +19.8% | -119.7% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling