-1.2%
IQV vs ED
+66.8%
-68.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -5.3% | -1.9% | -3.4% | -4.9% |
| 30D | +5.5% | +0.1% | +5.4% | +5.5% |
| 3M | +41.2% | 0.0% | +41.2% | +41.3% |
| 6M | +50.5% | -2.5% | +53.0% | +51.2% |
| YTD | +14.1% | +10.1% | +4.0% | +10.4% |
| 1Y | +39.9% | +13.6% | +26.3% | +33.6% |
| 3Y | +20.5% | +32.4% | -11.9% | +5.6% |
| 5Y | -1.2% | +69.9% | -71.1% | -15.8% |
| All | -1.2% | +66.8% | -68.0% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling