+510.3%
IQV vs DTE
+249.5%
+260.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.4% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | +6.2% | -0.5% | +6.7% | +6.4% |
| 3M | +38.0% | -6.0% | +44.0% | +41.7% |
| 6M | +43.9% | -7.2% | +51.1% | +47.7% |
| YTD | +14.0% | +7.2% | +6.8% | +8.3% |
| 1Y | +35.5% | +4.1% | +31.5% | +30.4% |
| 3Y | +20.3% | +46.9% | -26.5% | -4.3% |
| 5Y | -1.6% | +32.9% | -34.5% | -18.1% |
| 10Y | +233.4% | +144.5% | +88.9% | +112.3% |
| All | +510.3% | +249.5% | +260.8% | +252.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling