+25.0%
IQV vs DVA
+62.2%
-37.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.8% | -5.3% | +1.2% |
| 7D | -5.5% | +4.7% | -10.2% | -4.8% |
| 30D | -0.9% | +7.8% | -8.7% | +0.3% |
| 3M | +15.6% | -15.5% | +31.1% | +12.8% |
| 6M | +63.9% | +25.0% | +38.9% | +75.6% |
| YTD | +17.0% | +69.6% | -52.6% | +47.2% |
| 1Y | +25.0% | +60.6% | -35.5% | +61.0% |
| All | +25.0% | +62.2% | -37.1% | +61.0% |
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