+39.9%
IQV vs ALM
+279.2%
-239.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.6% | +9.7% | 0.0% |
| 7D | -5.3% | -7.1% | +1.8% | -5.3% |
| 30D | +5.5% | +24.7% | -19.2% | +5.9% |
| 3M | +41.2% | +8.3% | +32.9% | +41.6% |
| 6M | +50.5% | -22.2% | +72.7% | +52.6% |
| YTD | +14.1% | +88.1% | -73.9% | +13.5% |
| 1Y | +39.9% | +272.4% | -232.4% | +46.0% |
| All | +39.9% | +279.2% | -239.2% | +46.0% |
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 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