-1.0%
IQV vs ES
-2.9%
+1.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.4% |
| 7D | +0.3% | +1.4% | -1.1% | -0.2% |
| 30D | +8.6% | -1.2% | +9.8% | +9.0% |
| 3M | +41.1% | +5.0% | +36.1% | +38.5% |
| 6M | +48.6% | -2.8% | +51.4% | +49.7% |
| YTD | +15.0% | +8.6% | +6.4% | +10.1% |
| 1Y | +38.1% | +18.9% | +19.2% | +24.9% |
| 3Y | +21.4% | +32.1% | -10.7% | +1.8% |
| 5Y | -1.0% | -5.1% | +4.0% | -3.2% |
| All | -1.0% | -2.9% | +1.8% | -3.2% |
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 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