+276.0%
EMR vs IQV
+492.3%
-216.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.9% |
| 7D | +3.1% | +0.3% | +2.7% | +2.9% |
| 30D | -3.5% | +8.6% | -12.1% | -6.9% |
| 3M | +9.8% | +41.1% | -31.3% | -6.4% |
| 6M | +10.8% | +48.6% | -37.8% | -8.6% |
| YTD | +15.9% | +15.0% | +0.9% | +6.1% |
| 1Y | +16.4% | +38.1% | -21.7% | -2.3% |
| 3Y | +62.1% | +21.4% | +40.7% | +38.7% |
| 5Y | +62.9% | -1.0% | +63.9% | +49.5% |
| 10Y | +267.8% | +233.0% | +34.8% | +99.4% |
| All | +276.0% | +492.3% | -216.4% | +77.1% |
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