+38.3%
IEMG vs IQV
+46.0%
-7.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.7% |
| 7D | +2.2% | +2.3% | -0.1% | +2.2% |
| 30D | +4.6% | +13.4% | -8.8% | +4.2% |
| 3M | +0.4% | +43.3% | -42.9% | -1.6% |
| 6M | +16.4% | +50.5% | -34.2% | +13.1% |
| YTD | +25.4% | +18.8% | +6.6% | +24.8% |
| 1Y | +38.3% | +45.5% | -7.2% | +33.6% |
| All | +38.3% | +46.0% | -7.7% | +33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling