+679.7%
EW vs IQV
+492.3%
+187.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.3% | -2.2% |
| 7D | -4.4% | +0.3% | -4.8% | -4.6% |
| 30D | -3.3% | +8.6% | -11.9% | -6.8% |
| 3M | +1.0% | +41.1% | -40.1% | -14.0% |
| 6M | +6.2% | +48.6% | -42.3% | -12.6% |
| YTD | +1.7% | +15.0% | -13.3% | -7.2% |
| 1Y | +8.1% | +38.1% | -30.0% | -10.3% |
| 3Y | +17.1% | +21.4% | -4.3% | -1.6% |
| 5Y | -29.4% | -1.0% | -28.3% | -34.9% |
| 10Y | +121.7% | +233.0% | -111.2% | +7.1% |
| All | +679.7% | +492.3% | +187.4% | +206.5% |
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