-1.6%
IQV vs ALM
+958.0%
-959.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.3% | -0.8% |
| 7D | -2.6% | +3.6% | -6.2% | -2.7% |
| 30D | +6.2% | +33.8% | -27.6% | +5.3% |
| 3M | +38.0% | +14.8% | +23.2% | +37.1% |
| 6M | +43.9% | -7.0% | +50.9% | +43.6% |
| YTD | +14.0% | +108.1% | -94.1% | +9.9% |
| 1Y | +35.5% | +313.8% | -278.3% | +26.4% |
| 3Y | +20.3% | +2,227.6% | -2,207.3% | +2.3% |
| 5Y | -1.6% | +956.6% | -958.3% | -13.7% |
| All | -1.6% | +958.0% | -959.7% | -13.7% |
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