+117.8%
EW vs IQV
+242.6%
-124.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -3.5% |
| 7D | -6.2% | -2.2% | -3.9% | -5.3% |
| 30D | -9.3% | +8.3% | -17.6% | -12.5% |
| 3M | -1.6% | +44.6% | -46.2% | -17.2% |
| 6M | -0.8% | +52.6% | -53.4% | -19.3% |
| YTD | -1.0% | +16.1% | -17.2% | -10.0% |
| 1Y | +8.2% | +37.3% | -29.1% | -9.9% |
| 3Y | +12.7% | +21.6% | -8.9% | -5.2% |
| 5Y | -30.2% | +0.5% | -30.7% | -35.7% |
| All | +117.8% | +242.6% | -124.8% | +1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling