+8.9%
IEF vs IQV
+22.1%
-13.2%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -1.9% |
| 3M | -2.5% | +44.6% | -47.1% | -3.4% |
| 6M | -3.3% | +52.6% | -55.8% | -4.3% |
| YTD | -2.8% | +16.1% | -19.0% | -3.3% |
| 1Y | -2.7% | +37.3% | -40.0% | -3.6% |
| 3Y | +8.9% | +21.6% | -12.7% | +7.4% |
| All | +8.9% | +22.1% | -13.2% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling