+5.3%
IQV vs ALM
+410.2%
-405.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.6% |
| 3M | +9.8% | -40.6% | +50.4% | +10.9% |
| 6M | +53.8% | -57.9% | +111.7% | +56.6% |
| YTD | +17.6% | -6.7% | +24.3% | +15.6% |
| 1Y | +18.6% | +20.2% | -1.6% | +15.2% |
| 3Y | +36.9% | +879.4% | -842.6% | +20.2% |
| All | +5.3% | +410.2% | -405.0% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling