+511.0%
IQV vs EME
+1,930.6%
-1,419.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -5.3% | +0.9% | -6.2% | -5.6% |
| 30D | +5.5% | -8.4% | +13.9% | +8.1% |
| 3M | +41.2% | -3.6% | +44.8% | +40.2% |
| 6M | +50.5% | +3.6% | +47.0% | +44.8% |
| YTD | +14.1% | +22.5% | -8.4% | +2.7% |
| 1Y | +39.9% | +18.2% | +21.7% | +25.5% |
| 3Y | +20.5% | +238.4% | -217.9% | -31.9% |
| 5Y | -1.2% | +550.5% | -551.8% | -58.0% |
| 10Y | +233.9% | +1,295.3% | -1,061.4% | +0.9% |
| All | +511.0% | +1,930.6% | -1,419.6% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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