+236.7%
IQV vs EAT
+374.9%
-138.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.8% | +1.9% |
| 7D | -2.2% | -7.7% | +5.5% | -0.8% |
| 30D | +8.3% | -13.6% | +21.9% | +11.1% |
| 3M | +44.6% | +33.9% | +10.7% | +36.5% |
| 6M | +52.6% | +47.2% | +5.4% | +40.4% |
| YTD | +16.1% | +48.1% | -31.9% | +6.5% |
| 1Y | +37.3% | +33.7% | +3.6% | +27.6% |
| 3Y | +21.6% | +595.8% | -574.2% | -20.8% |
| 5Y | +0.5% | +314.4% | -313.9% | -30.8% |
| All | +236.7% | +374.9% | -138.2% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling