-1.6%
IQV vs DRI
+68.4%
-70.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.2% |
| 7D | -2.6% | -4.8% | +2.2% | -0.7% |
| 30D | +6.2% | -3.9% | +10.1% | +7.6% |
| 3M | +38.0% | +5.1% | +32.9% | +35.0% |
| 6M | +43.9% | +5.5% | +38.4% | +40.1% |
| YTD | +14.0% | +16.5% | -2.5% | +5.9% |
| 1Y | +35.5% | +2.0% | +33.5% | +32.5% |
| 3Y | +20.3% | +54.5% | -34.2% | -3.1% |
| 5Y | -1.6% | +66.6% | -68.2% | -26.5% |
| All | -1.6% | +68.4% | -70.1% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling