+527.6%
IQV vs ALLE
+327.3%
+200.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.6% | +3.1% |
| 7D | +1.7% | -0.6% | +2.2% | +1.8% |
| 30D | +5.3% | +25.3% | -20.0% | -7.5% |
| 3M | +17.0% | +10.3% | +6.7% | +9.9% |
| 6M | +54.0% | +38.0% | +16.0% | +27.4% |
| YTD | +20.6% | +17.8% | +2.8% | +7.6% |
| 1Y | +28.9% | +13.6% | +15.3% | +17.3% |
| 3Y | +37.0% | +89.2% | -52.2% | -7.2% |
| 5Y | +10.0% | +51.1% | -41.1% | -17.2% |
| 10Y | +274.5% | +228.1% | +46.4% | +92.4% |
| All | +527.6% | +327.3% | +200.3% | +190.1% |
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