-38.0%
DOCS vs IQV
+14.5%
-52.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | -0.3% |
| 7D | 0.0% | +7.9% | -7.9% | -4.2% |
| 30D | +7.8% | +7.3% | +0.5% | +3.5% |
| 3M | +20.0% | +16.8% | +3.1% | +9.9% |
| 6M | +26.5% | +56.0% | -29.5% | -1.7% |
| YTD | -25.8% | +23.7% | -49.5% | -35.4% |
| 1Y | -39.5% | +32.5% | -71.9% | -49.4% |
| 3Y | +60.3% | +45.3% | +15.0% | +16.1% |
| 5Y | -57.0% | +10.7% | -67.8% | -62.0% |
| All | -38.0% | +14.5% | -52.5% | -42.5% |
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 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