+259.0%
IQV vs DOC
+21.1%
+237.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +1.8% |
| 7D | +7.9% | +5.9% | +2.0% | +5.2% |
| 30D | +7.3% | +10.3% | -3.0% | +2.4% |
| 3M | +16.8% | -2.2% | +19.0% | +17.6% |
| 6M | +56.0% | +8.2% | +47.8% | +49.8% |
| YTD | +23.7% | +35.4% | -11.7% | +5.7% |
| 1Y | +32.5% | +23.6% | +8.9% | +18.1% |
| 3Y | +45.3% | +57.3% | -12.0% | +14.5% |
| 5Y | +10.7% | -19.6% | +30.3% | +17.0% |
| 10Y | +259.0% | +20.8% | +238.2% | +224.8% |
| All | +259.0% | +21.1% | +237.9% | +224.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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