+236.7%
IQV vs EFV
+169.9%
+66.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +0.7% |
| 7D | -2.2% | -0.8% | -1.4% | -1.5% |
| 30D | +8.3% | +0.6% | +7.7% | +7.7% |
| 3M | +44.6% | +7.5% | +37.0% | +34.4% |
| 6M | +52.6% | +13.0% | +39.5% | +34.3% |
| YTD | +16.1% | +18.3% | -2.2% | -2.5% |
| 1Y | +37.3% | +26.7% | +10.5% | +7.6% |
| 3Y | +21.6% | +89.6% | -68.0% | -36.4% |
| 5Y | +0.5% | +98.2% | -97.7% | -50.0% |
| All | +236.7% | +169.9% | +66.8% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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