+114.0%
ENB vs IQV
+487.2%
-373.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -0.3% | -2.6% | +2.3% | +0.3% |
| 30D | -1.1% | +6.2% | -7.3% | -2.7% |
| 3M | -8.5% | +38.0% | -46.4% | -16.4% |
| 6M | -4.5% | +43.9% | -48.5% | -14.5% |
| YTD | +9.1% | +14.0% | -4.9% | +3.3% |
| 1Y | +8.0% | +35.5% | -27.5% | -3.4% |
| 3Y | +77.8% | +20.3% | +57.5% | +59.0% |
| 5Y | +69.4% | -1.6% | +71.0% | +58.5% |
| 10Y | +100.5% | +233.4% | -133.0% | +20.9% |
| All | +114.0% | +487.2% | -373.3% | +14.6% |
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