+37.3%
IQV vs DD
+34.9%
+2.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -2.2% | -3.5% | +1.3% | -1.6% |
| 30D | +8.3% | -11.7% | +20.0% | +10.9% |
| 3M | +44.6% | -9.2% | +53.8% | +47.0% |
| 6M | +52.6% | -7.2% | +59.8% | +52.7% |
| YTD | +16.1% | +6.6% | +9.5% | +11.7% |
| 1Y | +37.3% | +32.0% | +5.3% | +22.6% |
| All | +37.3% | +34.9% | +2.4% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling