+441.9%
ICE vs IQV
+492.3%
-50.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.2% |
| 7D | -1.2% | +0.3% | -1.5% | -1.2% |
| 30D | +5.0% | +8.6% | -3.6% | +2.4% |
| 3M | +13.9% | +41.1% | -27.2% | +2.1% |
| 6M | -4.4% | +48.6% | -53.0% | -16.3% |
| YTD | -1.9% | +15.0% | -16.9% | -7.5% |
| 1Y | -8.1% | +38.1% | -46.2% | -18.6% |
| 3Y | +42.5% | +21.4% | +21.1% | +27.2% |
| 5Y | +40.6% | -1.0% | +41.7% | +32.5% |
| 10Y | +217.1% | +233.0% | -15.8% | +103.0% |
| All | +441.9% | +492.3% | -50.4% | +214.1% |
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