+26.5%
ECL vs IQV
-1.9%
+28.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.3% | -1.9% |
| 7D | -2.7% | -2.6% | -0.1% | -2.0% |
| 30D | -4.3% | +6.2% | -10.5% | -6.0% |
| 3M | +3.2% | +38.0% | -34.8% | -6.6% |
| 6M | -2.9% | +43.9% | -46.8% | -13.9% |
| YTD | +4.3% | +14.0% | -9.8% | -1.1% |
| 1Y | +1.6% | +35.5% | -33.9% | -9.7% |
| 3Y | +54.3% | +20.3% | +33.9% | +37.0% |
| 5Y | +26.5% | -1.6% | +28.1% | +20.3% |
| All | +26.5% | -1.9% | +28.4% | +20.3% |
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 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