+545.5%
IQV vs AMBA
+327.4%
+218.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.1% | -3.5% | +1.6% |
| 7D | +1.7% | -7.2% | +8.9% | +2.8% |
| 30D | +5.3% | -10.4% | +15.7% | +7.0% |
| 3M | +17.0% | -30.1% | +47.1% | +23.2% |
| 6M | +54.0% | -22.4% | +76.5% | +54.4% |
| YTD | +20.6% | -17.3% | +37.9% | +18.4% |
| 1Y | +28.9% | -35.4% | +64.3% | +31.4% |
| 3Y | +37.0% | +18.6% | +18.4% | +19.6% |
| 5Y | +10.0% | -69.8% | +79.8% | +12.8% |
| 10Y | +274.5% | +1.1% | +273.4% | +194.7% |
| All | +545.5% | +327.4% | +218.2% | +361.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 all: compounded portfolio wealth divided by compounded AMBA 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…
all analysis · Full analysis span regression · 6 months rolling