+65.9%
IQV vs EOSE
-60.2%
+126.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.3% |
| 7D | -5.3% | +14.0% | -19.3% | -5.8% |
| 30D | +5.5% | -5.9% | +11.4% | +5.6% |
| 3M | +41.2% | -34.3% | +75.5% | +42.7% |
| 6M | +50.5% | -37.8% | +88.3% | +51.2% |
| YTD | +14.1% | -65.2% | +79.3% | +16.8% |
| 1Y | +39.9% | -41.9% | +81.9% | +38.2% |
| 3Y | +20.5% | +44.6% | -24.1% | +7.5% |
| 5Y | -1.2% | -69.2% | +68.0% | -16.4% |
| All | +65.9% | -60.2% | +126.1% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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