+152.1%
ECL vs IQV
+236.7%
-84.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -2.6% | -5.3% | +2.6% | -0.6% |
| 30D | -4.6% | +5.5% | -10.1% | -6.7% |
| 3M | +6.0% | +41.2% | -35.3% | -8.1% |
| 6M | -3.0% | +50.5% | -53.5% | -18.8% |
| YTD | +4.0% | +14.1% | -10.1% | -3.8% |
| 1Y | +2.0% | +39.9% | -37.9% | -14.2% |
| 3Y | +53.9% | +20.5% | +33.4% | +31.2% |
| 5Y | +27.1% | -1.2% | +28.4% | +17.4% |
| All | +152.1% | +236.7% | -84.7% | +42.3% |
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