-1.6%
IQV vs APD
+25.2%
-26.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.5% |
| 7D | -2.6% | -4.6% | +2.0% | -0.9% |
| 30D | +6.2% | -4.2% | +10.4% | +7.8% |
| 3M | +38.0% | +5.0% | +33.0% | +34.9% |
| 6M | +43.9% | +8.9% | +35.0% | +37.8% |
| YTD | +14.0% | +21.9% | -7.9% | +3.4% |
| 1Y | +35.5% | +5.6% | +29.9% | +30.5% |
| 3Y | +20.3% | +6.9% | +13.5% | +13.9% |
| 5Y | -1.6% | +25.3% | -27.0% | -21.0% |
| All | -1.6% | +25.2% | -26.9% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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