+110.9%
DT vs IQV
+62.3%
+48.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -1.4% |
| 7D | -4.9% | +0.3% | -5.2% | -5.0% |
| 30D | +2.7% | +8.6% | -5.9% | -1.7% |
| 3M | +20.0% | +41.1% | -21.1% | -1.1% |
| 6M | +28.0% | +48.6% | -20.5% | +1.8% |
| YTD | +16.0% | +15.0% | +1.0% | +5.2% |
| 1Y | +0.7% | +38.1% | -37.4% | -18.0% |
| 3Y | +6.2% | +21.4% | -15.2% | -13.4% |
| 5Y | -28.1% | -1.0% | -27.1% | -33.6% |
| All | +110.9% | +62.3% | +48.6% | +47.0% |
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