+236.7%
IQV vs EFX
+42.6%
+194.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.2% | +1.5% |
| 7D | -2.2% | -4.5% | +2.3% | -0.1% |
| 30D | +8.3% | -6.1% | +14.4% | +11.2% |
| 3M | +44.6% | +6.2% | +38.4% | +40.0% |
| 6M | +52.6% | -11.2% | +63.8% | +59.5% |
| YTD | +16.1% | -21.4% | +37.5% | +27.8% |
| 1Y | +37.3% | -34.3% | +71.6% | +63.4% |
| 3Y | +21.6% | -12.5% | +34.1% | +21.2% |
| 5Y | +0.5% | -35.6% | +36.1% | +12.6% |
| All | +236.7% | +42.6% | +194.2% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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