+511.0%
IQV vs AME
+512.4%
-1.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.7% |
| 7D | -5.3% | 0.0% | -5.3% | -5.3% |
| 30D | +5.5% | -8.6% | +14.1% | +11.3% |
| 3M | +41.2% | +5.8% | +35.5% | +34.9% |
| 6M | +50.5% | +3.8% | +46.7% | +44.4% |
| YTD | +14.1% | +14.4% | -0.3% | +2.6% |
| 1Y | +39.9% | +25.8% | +14.2% | +17.8% |
| 3Y | +20.5% | +55.2% | -34.7% | -12.8% |
| 5Y | -1.2% | +85.5% | -86.8% | -36.5% |
| 10Y | +233.9% | +424.0% | -190.1% | +23.9% |
| All | +511.0% | +512.4% | -1.3% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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