-12.1%
DOW vs IQV
+81.0%
-93.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.8% |
| 7D | -1.4% | -2.2% | +0.8% | -0.5% |
| 30D | -3.9% | +8.3% | -12.2% | -7.3% |
| 3M | -12.7% | +44.6% | -57.3% | -27.0% |
| 6M | -13.7% | +52.6% | -66.3% | -30.9% |
| YTD | +28.4% | +16.1% | +12.3% | +15.9% |
| 1Y | +21.8% | +37.3% | -15.5% | +0.8% |
| 3Y | -35.7% | +21.6% | -57.3% | -45.9% |
| 5Y | -36.8% | +0.5% | -37.3% | -43.4% |
| All | -12.1% | +81.0% | -93.0% | -47.7% |
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