+45.5%
IQV vs ALM
+318.3%
-272.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.4% |
| 7D | +2.3% | -2.6% | +4.9% | +2.3% |
| 30D | +13.4% | +32.0% | -18.6% | +13.9% |
| 3M | +43.3% | -15.0% | +58.3% | +45.1% |
| 6M | +50.5% | -10.1% | +60.7% | +52.2% |
| YTD | +18.8% | +99.4% | -80.6% | +18.5% |
| 1Y | +45.5% | +316.4% | -270.9% | +49.6% |
| All | +45.5% | +318.3% | -272.9% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling