+2.4%
IQV vs DTE
+30.3%
-27.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.2% |
| 7D | -2.2% | -2.6% | +0.3% | -1.3% |
| 30D | +8.3% | -4.4% | +12.7% | +10.0% |
| 3M | +44.6% | -8.3% | +52.9% | +49.0% |
| 6M | +52.6% | -8.1% | +60.6% | +56.1% |
| YTD | +16.1% | +4.4% | +11.7% | +11.5% |
| 1Y | +37.3% | +0.2% | +37.1% | +34.2% |
| 3Y | +21.6% | +42.6% | -21.0% | -2.7% |
| All | +2.4% | +30.3% | -27.9% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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