+5.3%
IQV vs ES
+6.6%
-1.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.5% |
| 7D | -2.5% | +2.7% | -5.2% | -3.5% |
| 30D | +1.2% | +7.6% | -6.4% | -1.9% |
| 3M | +9.8% | +0.5% | +9.3% | +9.2% |
| 6M | +53.8% | +7.6% | +46.2% | +48.7% |
| YTD | +17.6% | +10.2% | +7.4% | +11.6% |
| 1Y | +18.6% | +1.8% | +16.8% | +15.9% |
| 3Y | +36.9% | +55.4% | -18.5% | +4.9% |
| All | +5.3% | +6.6% | -1.3% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling