-5.5%
ETN vs IQV
+25.1%
-30.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.5% | -10.3% | -9.8% |
| 7D | -10.1% | -5.5% | -4.7% | -10.8% |
| 30D | -18.4% | -0.9% | -17.5% | -18.4% |
| 3M | -20.4% | +15.6% | -36.0% | -18.8% |
| 6M | -16.0% | +63.9% | -79.9% | -12.8% |
| YTD | +11.8% | +17.0% | -5.2% | +17.2% |
| 1Y | -5.5% | +25.0% | -30.5% | -3.0% |
| All | -5.5% | +25.1% | -30.6% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling