+466.1%
IQV vs ALLY
+124.8%
+341.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +2.3% | +3.7% | -1.4% | +1.0% |
| 30D | +13.4% | -2.3% | +15.7% | +14.3% |
| 3M | +43.3% | +3.8% | +39.5% | +40.9% |
| 6M | +50.5% | +9.7% | +40.8% | +44.7% |
| YTD | +18.8% | -1.4% | +20.2% | +18.5% |
| 1Y | +45.5% | +8.2% | +37.2% | +39.7% |
| 3Y | +19.4% | +66.5% | -47.1% | -4.3% |
| 5Y | +1.7% | +1.2% | +0.5% | -7.0% |
| 10Y | +247.9% | +191.4% | +56.5% | +97.9% |
| All | +466.1% | +124.8% | +341.3% | +228.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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