-26.7%
DT vs IQV
-1.9%
-24.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -2.5% | -5.3% | +2.7% | -0.2% |
| 30D | +3.5% | +5.5% | -2.0% | +1.1% |
| 3M | +26.7% | +41.2% | -14.5% | +7.9% |
| 6M | +36.1% | +50.5% | -14.4% | +12.0% |
| YTD | +18.6% | +14.1% | +4.5% | +10.1% |
| 1Y | +7.9% | +39.9% | -32.0% | -9.4% |
| 3Y | +8.6% | +20.5% | -11.9% | -7.6% |
| 5Y | -26.7% | -1.2% | -25.4% | -28.5% |
| All | -26.7% | -1.9% | -24.7% | -28.5% |
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