-10.4%
DOW vs IQV
+79.2%
-89.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +1.8% |
| 7D | -2.9% | +0.3% | -3.3% | -3.1% |
| 30D | +2.0% | +8.6% | -6.6% | -1.7% |
| 3M | -12.5% | +41.1% | -53.6% | -26.1% |
| 6M | -9.2% | +48.6% | -57.8% | -26.4% |
| YTD | +30.8% | +15.0% | +15.8% | +18.6% |
| 1Y | +29.4% | +38.1% | -8.7% | +6.8% |
| 3Y | -34.6% | +21.4% | -56.0% | -45.0% |
| 5Y | -35.9% | -1.0% | -34.9% | -42.1% |
| All | -10.4% | +79.2% | -89.6% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling