+36.9%
IQV vs DRI
+68.2%
-31.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -2.5% | +1.1% | -3.5% | -2.8% |
| 30D | +1.2% | +9.7% | -8.5% | -1.7% |
| 3M | +9.8% | +3.2% | +6.6% | +8.5% |
| 6M | +53.8% | +20.6% | +33.2% | +44.2% |
| YTD | +17.6% | +28.3% | -10.6% | +6.8% |
| 1Y | +18.6% | +34.5% | -15.9% | +5.7% |
| 3Y | +36.9% | +66.5% | -29.6% | +8.1% |
| All | +36.9% | +68.2% | -31.3% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling