+231.0%
IQV vs DRI
+348.7%
-117.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -5.3% | -4.8% | -0.5% | -3.6% |
| 30D | +5.5% | -5.2% | +10.7% | +7.4% |
| 3M | +41.2% | +2.7% | +38.5% | +39.6% |
| 6M | +50.5% | +3.6% | +46.9% | +47.9% |
| YTD | +14.1% | +15.4% | -1.3% | +7.3% |
| 1Y | +39.9% | +1.3% | +38.7% | +37.4% |
| 3Y | +20.5% | +53.1% | -32.6% | +0.8% |
| 5Y | -1.2% | +64.6% | -65.8% | -20.6% |
| All | +231.0% | +348.7% | -117.8% | +87.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling