+50.4%
IEFA vs IQV
-0.1%
+50.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.6% |
| 7D | -1.6% | -2.2% | +0.7% | -1.1% |
| 30D | -1.5% | +8.3% | -9.8% | -3.3% |
| 3M | +3.4% | +44.6% | -41.2% | -5.7% |
| 6M | +9.5% | +52.6% | -43.1% | -2.0% |
| YTD | +13.0% | +16.1% | -3.1% | +7.9% |
| 1Y | +18.0% | +37.3% | -19.3% | +7.2% |
| 3Y | +65.4% | +21.6% | +43.8% | +51.3% |
| All | +50.4% | -0.1% | +50.6% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling