+120.9%
IEMG vs IQV
+488.0%
-367.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -0.9% | -5.3% | +4.4% | +0.7% |
| 30D | +2.1% | +5.5% | -3.4% | +0.4% |
| 3M | +4.6% | +41.2% | -36.6% | -7.0% |
| 6M | +14.0% | +50.5% | -36.5% | -1.3% |
| YTD | +22.3% | +14.1% | +8.2% | +14.7% |
| 1Y | +30.7% | +39.9% | -9.3% | +13.9% |
| 3Y | +83.2% | +20.5% | +62.7% | +62.0% |
| 5Y | +47.0% | -1.2% | +48.2% | +36.6% |
| 10Y | +139.9% | +233.9% | -94.0% | +36.3% |
| All | +120.9% | +488.0% | -367.1% | +8.8% |
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