+45.5%
IQV vs ES
+16.6%
+28.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.4% |
| 7D | +2.3% | +0.3% | +2.0% | +2.3% |
| 30D | +13.4% | -2.0% | +15.4% | +13.4% |
| 3M | +43.3% | +1.7% | +41.6% | +43.8% |
| 6M | +50.5% | -3.5% | +54.1% | +51.2% |
| YTD | +18.8% | +7.9% | +10.9% | +20.3% |
| 1Y | +45.5% | +17.2% | +28.3% | +45.2% |
| All | +45.5% | +16.6% | +28.9% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling