+510.3%
IQV vs AEIS
+1,545.4%
-1,035.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | -2.6% | +6.5% | -9.1% | -4.2% |
| 30D | +6.2% | -9.2% | +15.4% | +8.2% |
| 3M | +38.0% | -8.3% | +46.3% | +36.1% |
| 6M | +43.9% | -6.3% | +50.3% | +37.8% |
| YTD | +14.0% | +36.5% | -22.5% | -3.7% |
| 1Y | +35.5% | +84.8% | -49.3% | +3.2% |
| 3Y | +20.3% | +176.6% | -156.2% | -21.7% |
| 5Y | -1.6% | +237.1% | -238.7% | -41.0% |
| 10Y | +233.4% | +554.7% | -321.2% | +55.6% |
| All | +510.3% | +1,545.4% | -1,035.1% | +152.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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