+67.6%
EWZ vs IQV
-1.9%
+69.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.2% | +5.2% | +2.5% |
| 7D | +5.6% | +0.3% | +5.2% | +5.5% |
| 30D | +9.3% | +8.6% | +0.7% | +7.6% |
| 3M | +15.7% | +41.1% | -25.4% | +8.0% |
| 6M | +7.4% | +48.6% | -41.1% | -1.1% |
| YTD | +22.7% | +15.0% | +7.7% | +18.4% |
| 1Y | +36.4% | +38.1% | -1.7% | +26.1% |
| 3Y | +50.4% | +21.4% | +29.0% | +39.8% |
| 5Y | +67.6% | -1.0% | +68.7% | +63.3% |
| All | +67.6% | -1.9% | +69.6% | +63.3% |
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