+45.5%
IQV vs DVA
+35.1%
+10.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.3% |
| 7D | +2.3% | +1.8% | +0.5% | +2.5% |
| 30D | +13.4% | -2.5% | +15.9% | +13.1% |
| 3M | +43.3% | -4.3% | +47.5% | +43.7% |
| 6M | +50.5% | +18.9% | +31.7% | +58.3% |
| YTD | +18.8% | +61.9% | -43.2% | +40.0% |
| 1Y | +45.5% | +35.7% | +9.7% | +88.1% |
| All | +45.5% | +35.1% | +10.3% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling