+535.9%
IQV vs DAR
+248.8%
+287.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.2% |
| 7D | +2.3% | +1.4% | +0.9% | +1.9% |
| 30D | +13.4% | +12.8% | +0.7% | +9.6% |
| 3M | +43.3% | +7.4% | +35.9% | +39.6% |
| 6M | +50.5% | +22.3% | +28.3% | +41.0% |
| YTD | +18.8% | +81.1% | -62.3% | -0.1% |
| 1Y | +45.5% | +106.5% | -61.0% | +17.3% |
| 3Y | +19.4% | +5.3% | +14.1% | +11.5% |
| 5Y | +1.7% | -11.5% | +13.3% | -3.3% |
| 10Y | +247.9% | +353.3% | -105.4% | +100.6% |
| All | +535.9% | +248.8% | +287.1% | +287.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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