+511.0%
IQV vs DVA
+180.1%
+330.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -5.3% | -0.2% | -5.1% | -5.2% |
| 30D | +5.5% | +1.7% | +3.8% | +5.0% |
| 3M | +41.2% | -8.7% | +49.9% | +43.3% |
| 6M | +50.5% | +19.7% | +30.9% | +41.4% |
| YTD | +14.1% | +59.6% | -45.5% | -2.9% |
| 1Y | +39.9% | +37.1% | +2.8% | +24.5% |
| 3Y | +20.5% | +89.8% | -69.3% | -5.0% |
| 5Y | -1.2% | +47.4% | -48.6% | -18.8% |
| 10Y | +233.9% | +184.9% | +49.0% | +105.9% |
| All | +511.0% | +180.1% | +330.9% | +298.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling