+19.3%
IQV vs ELF
-27.2%
+46.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.4% |
| 7D | -2.6% | -6.8% | +4.2% | -1.8% |
| 30D | +6.2% | +5.1% | +1.1% | +5.5% |
| 3M | +38.0% | +79.8% | -41.8% | +28.2% |
| 6M | +43.9% | +29.7% | +14.2% | +38.5% |
| YTD | +14.0% | +31.6% | -17.6% | +9.2% |
| 1Y | +35.5% | -27.9% | +63.4% | +37.8% |
| All | +19.3% | -27.2% | +46.5% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling