+543.8%
IQV vs ALLE
+339.1%
+204.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +1.1% |
| 7D | +7.9% | -0.6% | +8.5% | +8.2% |
| 30D | +7.3% | +26.6% | -19.3% | -6.3% |
| 3M | +16.8% | +13.2% | +3.6% | +8.3% |
| 6M | +56.0% | +42.9% | +13.2% | +26.7% |
| YTD | +23.7% | +21.0% | +2.7% | +8.7% |
| 1Y | +32.5% | +15.2% | +17.3% | +19.8% |
| 3Y | +45.3% | +95.6% | -50.3% | -3.4% |
| 5Y | +10.7% | +53.4% | -42.7% | -17.3% |
| 10Y | +259.0% | +221.5% | +37.5% | +85.3% |
| All | +543.8% | +339.1% | +204.7% | +193.2% |
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