+22.1%
EWZ vs IQV
+38.7%
-16.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +1.6% |
| 7D | +1.4% | +7.9% | -6.5% | +0.3% |
| 30D | -25.1% | +7.3% | -32.4% | -25.8% |
| 3M | -7.7% | +16.8% | -24.5% | -9.6% |
| 6M | -15.8% | +56.0% | -71.9% | -21.0% |
| YTD | +3.6% | +23.7% | -20.1% | +0.2% |
| 1Y | +5.5% | +32.5% | -27.0% | +0.7% |
| 3Y | +22.1% | +45.3% | -23.2% | +7.0% |
| All | +22.1% | +38.7% | -16.6% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling