+405.6%
EXPE vs IQV
+519.5%
-113.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.2% |
| 7D | -4.2% | +2.4% | -6.5% | -5.6% |
| 30D | -4.5% | +4.0% | -8.5% | -7.1% |
| 3M | -19.7% | +12.2% | -31.9% | -25.3% |
| 6M | +18.3% | +54.9% | -36.6% | -9.2% |
| YTD | -7.3% | +20.3% | -27.6% | -18.4% |
| 1Y | -3.9% | +22.7% | -26.6% | -16.2% |
| 3Y | +123.0% | +38.3% | +84.7% | +72.0% |
| 5Y | +47.9% | +6.5% | +41.5% | +30.9% |
| 10Y | +126.5% | +251.5% | -125.0% | +3.3% |
| All | +405.6% | +519.5% | -113.9% | +87.6% |
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