+41.8%
IQV vs ALC
+2.0%
+39.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | +0.9% |
| 7D | +4.1% | -6.3% | +10.3% | +7.5% |
| 30D | +4.7% | +12.6% | -7.9% | -2.2% |
| 3M | +12.6% | -3.8% | +16.4% | +14.3% |
| 6M | +58.2% | +16.8% | +41.4% | +44.0% |
| YTD | +21.8% | -7.6% | +29.4% | +25.5% |
| 1Y | +25.6% | -5.9% | +31.5% | +28.0% |
| All | +41.8% | +2.0% | +39.7% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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