+231.8%
IQV vs ELF
+334.6%
-102.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.9% | +1.7% | -2.4% |
| 7D | +0.3% | -1.2% | +1.5% | +0.5% |
| 30D | +8.6% | +5.9% | +2.7% | +7.5% |
| 3M | +41.1% | +99.5% | -58.4% | +25.7% |
| 6M | +48.6% | +26.5% | +22.0% | +41.4% |
| YTD | +15.0% | +37.2% | -22.2% | +7.5% |
| 1Y | +38.1% | -24.4% | +62.5% | +39.6% |
| 3Y | +21.4% | -23.3% | +44.7% | +13.8% |
| 5Y | -1.0% | +245.2% | -246.2% | -32.7% |
| All | +231.8% | +334.6% | -102.9% | +94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling