+52.7%
EFA vs IQV
-0.1%
+52.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.8% | +0.6% |
| 7D | -1.5% | -2.2% | +0.7% | -1.0% |
| 30D | -1.7% | +8.3% | -10.0% | -3.5% |
| 3M | +3.5% | +44.6% | -41.1% | -5.6% |
| 6M | +9.5% | +52.6% | -43.1% | -2.0% |
| YTD | +12.9% | +16.1% | -3.3% | +7.7% |
| 1Y | +18.2% | +37.3% | -19.1% | +7.4% |
| 3Y | +64.8% | +21.6% | +43.3% | +50.9% |
| All | +52.7% | -0.1% | +52.8% | +42.4% |
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