-1.2%
IQV vs DD
+57.4%
-58.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -5.3% | -2.9% | -2.4% | -4.0% |
| 30D | +5.5% | -11.5% | +17.0% | +11.3% |
| 3M | +41.2% | -5.4% | +46.6% | +43.9% |
| 6M | +50.5% | -6.9% | +57.4% | +53.2% |
| YTD | +14.1% | +6.9% | +7.3% | +7.8% |
| 1Y | +39.9% | +35.6% | +4.3% | +16.3% |
| 3Y | +20.5% | +42.5% | -22.0% | -5.2% |
| 5Y | -1.2% | +58.5% | -59.7% | -27.6% |
| All | -1.2% | +57.4% | -58.6% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling