+553.4%
IQV vs ACGL
+538.5%
+14.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.3% | -1.7% |
| 7D | +4.8% | +1.3% | +3.5% | +4.1% |
| 30D | +5.9% | +14.2% | -8.3% | -0.4% |
| 3M | +13.7% | +11.1% | +2.6% | +8.2% |
| 6M | +54.0% | +16.4% | +37.6% | +43.5% |
| YTD | +22.1% | +13.8% | +8.3% | +14.0% |
| 1Y | +29.1% | +21.6% | +7.6% | +17.0% |
| 3Y | +40.4% | +33.5% | +6.9% | +18.6% |
| 5Y | +9.1% | +174.8% | -165.7% | -37.5% |
| 10Y | +251.2% | +330.4% | -79.1% | +54.2% |
| All | +553.4% | +538.5% | +14.9% | +144.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling