+233.4%
IQV vs ALLE
+146.0%
+87.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | +0.7% |
| 7D | -2.6% | -2.2% | -0.4% | -1.4% |
| 30D | +6.2% | -8.3% | +14.5% | +11.6% |
| 3M | +38.0% | +16.3% | +21.7% | +26.0% |
| 6M | +43.9% | +1.8% | +42.1% | +41.1% |
| YTD | +14.0% | -3.9% | +18.0% | +14.6% |
| 1Y | +35.5% | -10.0% | +45.5% | +41.4% |
| 3Y | +20.3% | +45.8% | -25.5% | -6.7% |
| 5Y | -1.6% | +13.3% | -14.9% | -13.6% |
| 10Y | +233.4% | +155.3% | +78.2% | +98.3% |
| All | +233.4% | +146.0% | +87.5% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling