+535.9%
IQV vs DRI
+585.6%
-49.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +2.3% | +0.6% | +1.7% | +2.1% |
| 30D | +13.4% | +3.8% | +9.6% | +11.8% |
| 3M | +43.3% | +13.0% | +30.3% | +37.0% |
| 6M | +50.5% | +8.3% | +42.2% | +45.7% |
| YTD | +18.8% | +20.6% | -1.8% | +10.2% |
| 1Y | +45.5% | +6.5% | +39.0% | +40.5% |
| 3Y | +19.4% | +53.7% | -34.3% | +0.3% |
| 5Y | +1.7% | +72.7% | -70.9% | -19.0% |
| 10Y | +247.9% | +363.2% | -115.2% | +85.7% |
| All | +535.9% | +585.6% | -49.7% | +212.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling