-1.0%
IQV vs ALLE
+17.0%
-18.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.8% |
| 7D | +0.3% | +2.8% | -2.5% | -1.2% |
| 30D | +8.6% | -7.6% | +16.2% | +13.6% |
| 3M | +41.1% | +22.8% | +18.3% | +24.9% |
| 6M | +48.6% | +4.6% | +44.0% | +43.5% |
| YTD | +15.0% | -1.2% | +16.2% | +13.7% |
| 1Y | +38.1% | -9.1% | +47.2% | +43.7% |
| 3Y | +21.4% | +50.0% | -28.6% | -8.7% |
| 5Y | -1.0% | +15.2% | -16.3% | -18.6% |
| All | -1.0% | +17.0% | -18.0% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling