+114.1%
DT vs IQV
+63.9%
+50.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.6% |
| 7D | -1.6% | -2.2% | +0.6% | -0.4% |
| 30D | +3.0% | +8.3% | -5.3% | -1.3% |
| 3M | +26.5% | +44.6% | -18.1% | +3.0% |
| 6M | +35.9% | +52.6% | -16.6% | +6.6% |
| YTD | +17.8% | +16.1% | +1.7% | +6.3% |
| 1Y | +4.1% | +37.3% | -33.2% | -15.1% |
| 3Y | +5.3% | +21.6% | -16.3% | -14.1% |
| 5Y | -27.2% | +0.5% | -27.7% | -33.3% |
| All | +114.1% | +63.9% | +50.2% | +48.5% |
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