+163.1%
EWJ vs IQV
+487.2%
-324.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | +1.0% | -2.6% | +3.6% | +1.7% |
| 30D | +1.0% | +6.2% | -5.2% | -0.6% |
| 3M | +7.2% | +38.0% | -30.7% | -2.2% |
| 6M | +13.9% | +43.9% | -30.0% | +2.1% |
| YTD | +20.8% | +14.0% | +6.8% | +14.6% |
| 1Y | +26.4% | +35.5% | -9.1% | +13.8% |
| 3Y | +71.8% | +20.3% | +51.4% | +55.4% |
| 5Y | +49.9% | -1.6% | +51.5% | +41.3% |
| 10Y | +140.0% | +233.4% | -93.5% | +49.3% |
| All | +163.1% | +487.2% | -324.1% | +41.4% |
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