+529.6%
IQV vs EL
+89.2%
+440.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.6% |
| 7D | -2.5% | +1.5% | -4.0% | -3.0% |
| 30D | +1.2% | +10.0% | -8.8% | -2.4% |
| 3M | +9.8% | +28.4% | -18.6% | -0.5% |
| 6M | +53.8% | +37.1% | +16.7% | +35.1% |
| YTD | +17.6% | +7.8% | +9.8% | +11.2% |
| 1Y | +18.6% | +26.0% | -7.4% | +5.5% |
| 3Y | +36.9% | +3.8% | +33.1% | +21.0% |
| 5Y | +4.1% | -65.2% | +69.3% | +43.8% |
| 10Y | +243.7% | +62.1% | +181.6% | +158.4% |
| All | +529.6% | +89.2% | +440.3% | +352.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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