+599.1%
EWT vs IQV
+487.2%
+111.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | +2.1% | -2.6% | +4.7% | +2.9% |
| 30D | +9.4% | +6.2% | +3.2% | +7.4% |
| 3M | +10.9% | +38.0% | -27.1% | -0.5% |
| 6M | +57.9% | +43.9% | +14.0% | +39.0% |
| YTD | +75.9% | +14.0% | +61.9% | +65.2% |
| 1Y | +89.7% | +35.5% | +54.2% | +67.8% |
| 3Y | +200.9% | +20.3% | +180.5% | +168.1% |
| 5Y | +154.5% | -1.6% | +156.1% | +138.0% |
| 10Y | +520.8% | +233.4% | +287.3% | +269.6% |
| All | +599.1% | +487.2% | +111.9% | +277.5% |
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