+244.8%
IQV vs ALM
+2,100.8%
-1,856.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.7% | -9.9% | -2.4% |
| 7D | -2.5% | +1.2% | -3.7% | -2.5% |
| 30D | +1.2% | -19.3% | +20.5% | +1.7% |
| 3M | +9.8% | -40.6% | +50.4% | +11.0% |
| 6M | +53.8% | -57.9% | +111.7% | +56.6% |
| YTD | +17.6% | -6.7% | +24.3% | +16.1% |
| 1Y | +18.6% | +20.2% | -1.6% | +15.9% |
| 3Y | +36.9% | +879.4% | -842.6% | +22.6% |
| 5Y | +4.1% | +415.3% | -411.2% | -6.0% |
| All | +244.8% | +2,100.8% | -1,856.0% | +178.2% |
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