+25.0%
IQV vs DRI
+34.0%
-9.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.7% | -0.3% |
| 7D | -5.5% | +6.5% | -12.0% | -6.4% |
| 30D | -0.9% | +16.4% | -17.3% | -3.3% |
| 3M | +15.6% | +13.6% | +1.9% | +12.9% |
| 6M | +63.9% | +22.0% | +41.9% | +58.2% |
| YTD | +17.0% | +29.3% | -12.3% | +8.8% |
| 1Y | +25.0% | +32.0% | -7.0% | +15.1% |
| All | +25.0% | +34.0% | -9.0% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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