+529.6%
IQV vs ACM
+149.6%
+379.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.4% |
| 7D | -2.5% | +5.6% | -8.1% | -4.6% |
| 30D | +1.2% | +20.8% | -19.6% | -6.3% |
| 3M | +9.8% | +11.4% | -1.6% | +4.5% |
| 6M | +53.8% | +0.9% | +52.9% | +51.3% |
| YTD | +17.6% | -24.8% | +42.4% | +29.4% |
| 1Y | +18.6% | -46.4% | +65.0% | +49.1% |
| 3Y | +36.9% | -9.2% | +46.1% | +37.9% |
| 5Y | +4.1% | +5.0% | -0.9% | -0.9% |
| 10Y | +243.7% | +130.6% | +113.2% | +136.5% |
| All | +529.6% | +149.6% | +379.9% | +313.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling