+448.7%
ETR vs IQV
+492.3%
-43.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.9% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | +1.9% | +8.6% | -6.7% | 0.0% |
| 3M | +1.0% | +41.1% | -40.1% | -7.1% |
| 6M | +4.8% | +48.6% | -43.7% | -5.5% |
| YTD | +19.5% | +15.0% | +4.6% | +13.9% |
| 1Y | +28.1% | +38.1% | -10.0% | +16.0% |
| 3Y | +151.1% | +21.4% | +129.8% | +127.7% |
| 5Y | +125.2% | -1.0% | +126.2% | +112.5% |
| 10Y | +291.1% | +233.0% | +58.2% | +163.2% |
| All | +448.7% | +492.3% | -43.7% | +230.4% |
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