+518.3%
IQV vs ALLE
+260.9%
+257.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -2.0% |
| 7D | +2.3% | -0.2% | +2.5% | +2.4% |
| 30D | +13.4% | -6.8% | +20.2% | +17.8% |
| 3M | +43.3% | +21.0% | +22.3% | +28.5% |
| 6M | +50.5% | +1.1% | +49.4% | +48.3% |
| YTD | +18.8% | -0.5% | +19.3% | +17.2% |
| 1Y | +45.5% | -7.3% | +52.7% | +49.0% |
| 3Y | +19.4% | +42.3% | -22.9% | -4.6% |
| 5Y | +1.7% | +13.5% | -11.7% | -10.0% |
| 10Y | +247.9% | +144.0% | +103.9% | +108.0% |
| All | +518.3% | +260.9% | +257.4% | +216.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling