+121.4%
ETR vs IQV
-0.1%
+121.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.5% |
| 7D | -1.8% | -2.2% | +0.4% | -1.6% |
| 30D | -1.8% | +8.3% | -10.1% | -2.5% |
| 3M | -3.6% | +44.6% | -48.2% | -7.4% |
| 6M | +2.6% | +52.6% | -49.9% | -2.4% |
| YTD | +16.0% | +16.1% | -0.1% | +14.1% |
| 1Y | +20.1% | +37.3% | -17.1% | +14.9% |
| 3Y | +143.6% | +21.6% | +122.0% | +132.8% |
| All | +121.4% | -0.1% | +121.5% | +113.3% |
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