-35.5%
DOW vs IQV
-1.9%
-33.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.4% | -5.3% | +2.9% | -0.8% |
| 30D | -4.1% | +5.5% | -9.6% | -5.7% |
| 3M | -12.4% | +41.2% | -53.7% | -22.3% |
| 6M | -10.6% | +50.5% | -61.2% | -23.4% |
| YTD | +31.1% | +14.1% | +16.9% | +23.6% |
| 1Y | +30.5% | +39.9% | -9.4% | +13.5% |
| 3Y | -34.4% | +20.5% | -54.9% | -42.4% |
| 5Y | -35.5% | -1.2% | -34.3% | -44.5% |
| All | -35.5% | -1.9% | -33.6% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling