+235.0%
IQV vs ELF
+303.8%
-68.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.5% |
| 7D | -2.2% | -11.6% | +9.4% | -0.3% |
| 30D | +8.3% | +4.6% | +3.7% | +7.4% |
| 3M | +44.6% | +59.7% | -15.1% | +33.5% |
| 6M | +52.6% | +21.2% | +31.4% | +46.3% |
| YTD | +16.1% | +27.4% | -11.3% | +9.8% |
| 1Y | +37.3% | -29.8% | +67.1% | +40.3% |
| 3Y | +21.6% | -28.5% | +50.0% | +15.2% |
| 5Y | +0.5% | +220.0% | -219.6% | -30.8% |
| All | +235.0% | +303.8% | -68.7% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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