+13.8%
IEF vs IQV
+488.0%
-474.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.2% | -5.3% | +4.1% | -1.2% |
| 30D | -1.5% | +5.5% | -7.0% | -1.4% |
| 3M | -1.7% | +41.2% | -42.9% | -1.4% |
| 6M | -3.5% | +50.5% | -54.0% | -3.2% |
| YTD | -2.6% | +14.1% | -16.8% | -2.6% |
| 1Y | -2.4% | +39.9% | -42.3% | -2.1% |
| 3Y | +8.9% | +20.5% | -11.6% | +9.1% |
| 5Y | -9.2% | -1.2% | -8.0% | -9.6% |
| 10Y | +3.9% | +233.9% | -230.0% | +9.7% |
| All | +13.8% | +488.0% | -474.2% | +22.5% |
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