+511.0%
IQV vs EFV
+160.7%
+350.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.4% |
| 7D | -5.3% | -2.0% | -3.3% | -3.6% |
| 30D | +5.5% | -0.2% | +5.7% | +5.7% |
| 3M | +41.2% | +9.1% | +32.1% | +30.6% |
| 6M | +50.5% | +11.7% | +38.8% | +35.8% |
| YTD | +14.1% | +17.0% | -2.9% | -1.3% |
| 1Y | +39.9% | +26.7% | +13.2% | +13.0% |
| 3Y | +20.5% | +90.2% | -69.7% | -31.7% |
| 5Y | -1.2% | +96.1% | -97.3% | -45.6% |
| 10Y | +233.9% | +164.5% | +69.3% | +43.2% |
| All | +511.0% | +160.7% | +350.3% | +168.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling