+154.7%
EFA vs IQV
+487.2%
-332.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.9% |
| 7D | -0.5% | -2.6% | +2.1% | +0.3% |
| 30D | -1.3% | +6.2% | -7.5% | -3.2% |
| 3M | +5.2% | +38.0% | -32.8% | -5.5% |
| 6M | +9.4% | +43.9% | -34.6% | -3.8% |
| YTD | +12.7% | +14.0% | -1.3% | +6.0% |
| 1Y | +19.3% | +35.5% | -16.2% | +5.5% |
| 3Y | +66.3% | +20.3% | +46.0% | +47.8% |
| 5Y | +53.4% | -1.6% | +55.0% | +43.4% |
| 10Y | +144.4% | +233.4% | -89.0% | +45.2% |
| All | +154.7% | +487.2% | -332.6% | +32.2% |
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