+128.5%
EEM vs IQV
+242.6%
-114.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.5% | +0.7% |
| 7D | -1.3% | -2.2% | +1.0% | -0.6% |
| 30D | +2.1% | +8.3% | -6.2% | -0.4% |
| 3M | +1.0% | +44.6% | -43.6% | -10.9% |
| 6M | +15.9% | +52.6% | -36.6% | -0.2% |
| YTD | +24.6% | +16.1% | +8.5% | +16.3% |
| 1Y | +32.3% | +37.3% | -5.0% | +16.1% |
| 3Y | +85.9% | +21.6% | +64.3% | +63.9% |
| 5Y | +45.4% | +0.5% | +44.9% | +34.8% |
| All | +128.5% | +242.6% | -114.1% | +30.0% |
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 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