+213.7%
ICE vs IQV
+242.6%
-28.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.5% |
| 7D | -2.4% | -2.2% | -0.2% | -1.7% |
| 30D | +4.0% | +8.3% | -4.3% | +1.4% |
| 3M | +13.7% | +44.6% | -30.9% | +0.4% |
| 6M | +0.9% | +52.6% | -51.6% | -13.1% |
| YTD | -2.1% | +16.1% | -18.3% | -8.3% |
| 1Y | -9.5% | +37.3% | -46.8% | -20.2% |
| 3Y | +42.1% | +21.6% | +20.5% | +26.0% |
| 5Y | +41.4% | +0.5% | +40.9% | +32.4% |
| All | +213.7% | +242.6% | -28.9% | +88.7% |
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