+58.3%
EWZ vs IQV
+10.6%
+47.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +1.5% |
| 7D | +1.4% | +7.9% | -6.5% | 0.0% |
| 30D | -25.1% | +7.3% | -32.4% | -26.0% |
| 3M | -7.7% | +16.8% | -24.5% | -10.3% |
| 6M | -15.8% | +56.0% | -71.9% | -23.0% |
| YTD | +3.6% | +23.7% | -20.1% | -1.3% |
| 1Y | +5.5% | +32.5% | -27.0% | -1.1% |
| 3Y | +22.1% | +45.3% | -23.2% | +9.0% |
| 5Y | +58.3% | +10.7% | +47.6% | +51.0% |
| All | +58.3% | +10.6% | +47.8% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling