+233.4%
IQV vs ACGL
+270.1%
-36.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -2.6% | -2.1% | -0.5% | -1.6% |
| 30D | +6.2% | -2.2% | +8.4% | +7.2% |
| 3M | +38.0% | +6.3% | +31.7% | +34.5% |
| 6M | +43.9% | +0.5% | +43.4% | +43.3% |
| YTD | +14.0% | +0.2% | +13.8% | +12.9% |
| 1Y | +35.5% | +7.3% | +28.2% | +29.8% |
| 3Y | +20.3% | +30.8% | -10.5% | +1.9% |
| 5Y | -1.6% | +155.8% | -157.4% | -42.5% |
| 10Y | +233.4% | +276.3% | -42.9% | +61.5% |
| All | +233.4% | +270.1% | -36.7% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling