+236.7%
IQV vs ED
+108.5%
+128.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -2.2% | -0.8% | -1.5% | -2.0% |
| 30D | +8.3% | -0.4% | +8.7% | +8.4% |
| 3M | +44.6% | +0.5% | +44.1% | +44.4% |
| 6M | +52.6% | -3.1% | +55.7% | +53.7% |
| YTD | +16.1% | +9.8% | +6.3% | +11.5% |
| 1Y | +37.3% | +12.6% | +24.7% | +30.2% |
| 3Y | +21.6% | +31.4% | -9.8% | +6.8% |
| 5Y | +0.5% | +69.4% | -68.9% | -20.5% |
| All | +236.7% | +108.5% | +128.2% | +158.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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