+141.9%
EWJ vs IQV
+242.6%
-100.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.8% |
| 7D | +0.3% | -2.2% | +2.5% | +0.8% |
| 30D | +0.8% | +8.3% | -7.5% | -1.2% |
| 3M | +7.5% | +44.6% | -37.1% | -2.8% |
| 6M | +15.6% | +52.6% | -37.0% | +2.5% |
| YTD | +22.7% | +16.1% | +6.6% | +16.2% |
| 1Y | +26.4% | +37.3% | -10.9% | +13.9% |
| 3Y | +72.5% | +21.6% | +51.0% | +56.4% |
| 5Y | +52.4% | +0.5% | +52.0% | +43.5% |
| All | +141.9% | +242.6% | -100.7% | +63.2% |
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