+511.0%
IQV vs EFX
+206.9%
+304.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -5.3% | -11.1% | +5.9% | 0.0% |
| 30D | +5.5% | -7.4% | +12.9% | +9.1% |
| 3M | +41.2% | +1.5% | +39.8% | +39.6% |
| 6M | +50.5% | -13.7% | +64.2% | +59.5% |
| YTD | +14.1% | -21.9% | +36.0% | +26.0% |
| 1Y | +39.9% | -30.8% | +70.7% | +62.7% |
| 3Y | +20.5% | -12.4% | +32.9% | +20.1% |
| 5Y | -1.2% | -35.9% | +34.7% | +11.4% |
| 10Y | +233.9% | +41.0% | +192.9% | +147.9% |
| All | +511.0% | +206.9% | +304.2% | +243.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling