+236.7%
IQV vs DD
+66.6%
+170.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -2.2% | -3.5% | +1.3% | -0.7% |
| 30D | +8.3% | -11.7% | +20.0% | +14.4% |
| 3M | +44.6% | -9.2% | +53.8% | +50.4% |
| 6M | +52.6% | -7.2% | +59.8% | +55.7% |
| YTD | +16.1% | +6.6% | +9.5% | +10.4% |
| 1Y | +37.3% | +32.0% | +5.3% | +17.1% |
| 3Y | +21.6% | +42.1% | -20.6% | -2.1% |
| 5Y | +0.5% | +58.1% | -57.6% | -24.6% |
| All | +236.7% | +66.6% | +170.1% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling