+515.6%
IQV vs DD
+195.9%
+319.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +0.3% | -0.6% | +0.9% | +0.6% |
| 30D | +8.6% | -7.4% | +16.0% | +12.0% |
| 3M | +41.1% | -6.4% | +47.5% | +44.3% |
| 6M | +48.6% | -2.5% | +51.0% | +48.3% |
| YTD | +15.0% | +10.2% | +4.8% | +8.5% |
| 1Y | +38.1% | +36.9% | +1.2% | +18.2% |
| 3Y | +21.4% | +47.0% | -25.6% | -1.1% |
| 5Y | -1.0% | +63.1% | -64.2% | -23.9% |
| 10Y | +233.0% | +68.2% | +164.8% | +118.9% |
| All | +515.6% | +195.9% | +319.6% | +273.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling