+3.6%
IEF vs IQV
+242.6%
-239.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.2% |
| 7D | -1.3% | -2.2% | +0.9% | -1.3% |
| 30D | -1.7% | +8.3% | -10.0% | -1.7% |
| 3M | -2.5% | +44.6% | -47.1% | -2.5% |
| 6M | -3.3% | +52.6% | -55.8% | -3.2% |
| YTD | -2.8% | +16.1% | -19.0% | -2.9% |
| 1Y | -2.7% | +37.3% | -40.0% | -2.7% |
| 3Y | +8.9% | +21.6% | -12.7% | +8.8% |
| 5Y | -9.4% | +0.5% | -9.9% | -9.9% |
| All | +3.6% | +242.6% | -239.0% | +7.4% |
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