+64.2%
EWZ vs IQV
+250.3%
-186.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.6% |
| 7D | +0.1% | +2.4% | -2.3% | -0.8% |
| 30D | -25.9% | +4.0% | -29.9% | -27.0% |
| 3M | -6.1% | +12.2% | -18.3% | -10.3% |
| 6M | -16.1% | +54.9% | -71.0% | -30.4% |
| YTD | +1.0% | +20.3% | -19.3% | -8.7% |
| 1Y | 0.0% | +22.7% | -22.8% | -10.6% |
| 3Y | +16.8% | +38.3% | -21.5% | -6.7% |
| 5Y | +52.1% | +6.5% | +45.6% | +33.8% |
| All | +64.2% | +250.3% | -186.1% | -22.2% |
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