-1.2%
IQV vs ELF
+217.8%
-219.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.8% |
| 7D | -5.3% | -10.8% | +5.6% | -3.6% |
| 30D | +5.5% | +0.8% | +4.7% | +5.3% |
| 3M | +41.2% | +64.8% | -23.5% | +30.1% |
| 6M | +50.5% | +19.0% | +31.6% | +45.1% |
| YTD | +14.1% | +25.9% | -11.8% | +8.4% |
| 1Y | +39.9% | -28.8% | +68.7% | +43.0% |
| 3Y | +20.5% | -29.6% | +50.1% | +12.3% |
| 5Y | -1.2% | +216.2% | -217.5% | -49.8% |
| All | -1.2% | +217.8% | -219.1% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling