+21.6%
IQV vs DVA
+89.6%
-68.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -2.2% | -1.3% | -0.9% | -2.1% |
| 30D | +8.3% | 0.0% | +8.3% | +8.3% |
| 3M | +44.6% | -10.9% | +55.5% | +45.7% |
| 6M | +52.6% | +17.3% | +35.3% | +49.2% |
| YTD | +16.1% | +59.8% | -43.7% | +7.6% |
| 1Y | +37.3% | +36.3% | +1.0% | +33.1% |
| 3Y | +21.6% | +88.6% | -67.0% | +11.7% |
| All | +21.6% | +89.6% | -68.1% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling