+535.9%
IQV vs ACM
+134.5%
+401.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +2.3% | -3.7% | +6.0% | +3.9% |
| 30D | +13.4% | -11.1% | +24.5% | +18.2% |
| 3M | +43.3% | -8.0% | +51.3% | +47.1% |
| 6M | +50.5% | -29.7% | +80.2% | +71.5% |
| YTD | +18.8% | -29.4% | +48.2% | +34.6% |
| 1Y | +45.5% | -46.4% | +91.9% | +83.4% |
| 3Y | +19.4% | -22.3% | +41.7% | +28.5% |
| 5Y | +1.7% | +4.5% | -2.7% | -2.7% |
| 10Y | +247.9% | +127.6% | +120.3% | +143.2% |
| All | +535.9% | +134.5% | +401.4% | +329.6% |
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