+247.6%
DIA vs IQV
+242.6%
+5.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.8% | +0.4% |
| 7D | -1.6% | -2.2% | +0.7% | -0.8% |
| 30D | -2.0% | +8.3% | -10.3% | -4.7% |
| 3M | +3.6% | +44.6% | -41.0% | -9.5% |
| 6M | +11.5% | +52.6% | -41.1% | -5.3% |
| YTD | +10.4% | +16.1% | -5.8% | +2.4% |
| 1Y | +15.6% | +37.3% | -21.7% | +0.3% |
| 3Y | +58.9% | +21.6% | +37.3% | +38.7% |
| 5Y | +65.3% | +0.5% | +64.9% | +52.6% |
| All | +247.6% | +242.6% | +5.0% | +99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling