+21.4%
IQV vs ACM
-19.8%
+41.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.8% |
| 7D | +0.3% | -0.3% | +0.6% | +0.5% |
| 30D | +8.6% | -12.9% | +21.5% | +14.7% |
| 3M | +41.1% | -6.4% | +47.5% | +44.0% |
| 6M | +48.6% | -29.2% | +77.8% | +72.6% |
| YTD | +15.0% | -29.9% | +44.9% | +33.4% |
| 1Y | +38.1% | -47.3% | +85.4% | +84.3% |
| 3Y | +21.4% | -19.6% | +41.0% | +21.2% |
| All | +21.4% | -19.8% | +41.2% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 3y: compounded portfolio wealth divided by compounded ACM 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…
3y analysis · Full analysis span regression · 6 months rolling