+8.7%
IQV vs ALC
-10.6%
+19.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | +1.0% |
| 7D | +4.1% | -6.3% | +10.3% | +8.0% |
| 30D | +4.7% | +12.6% | -7.9% | -3.2% |
| 3M | +12.6% | -3.8% | +16.4% | +14.4% |
| 6M | +58.2% | +16.8% | +41.4% | +42.1% |
| YTD | +21.8% | -7.6% | +29.4% | +25.7% |
| 1Y | +25.6% | -5.9% | +31.5% | +27.9% |
| 3Y | +40.1% | +0.6% | +39.5% | +32.6% |
| 5Y | +8.7% | -9.5% | +18.1% | +9.9% |
| All | +8.7% | -10.6% | +19.3% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling