+231.0%
IQV vs ALM
+2,776.7%
-2,545.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.6% | +9.7% | +0.4% |
| 7D | -5.3% | -7.1% | +1.8% | -5.1% |
| 30D | +5.5% | +24.7% | -19.2% | +4.8% |
| 3M | +41.2% | +8.3% | +32.9% | +40.4% |
| 6M | +50.5% | -22.2% | +72.7% | +50.7% |
| YTD | +14.1% | +88.1% | -73.9% | +10.8% |
| 1Y | +39.9% | +272.4% | -232.4% | +32.2% |
| 3Y | +20.5% | +2,004.1% | -1,983.6% | +5.5% |
| 5Y | -1.2% | +915.8% | -917.0% | -12.4% |
| All | +231.0% | +2,776.7% | -2,545.8% | +173.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling