+25.0%
IQV vs ESI
+27.8%
-2.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +0.7% |
| 7D | -5.5% | -6.6% | +1.1% | -5.2% |
| 30D | -0.9% | -10.9% | +10.1% | -0.4% |
| 3M | +15.6% | -13.8% | +29.4% | +16.5% |
| 6M | +63.9% | -21.5% | +85.5% | +64.9% |
| YTD | +17.0% | +34.7% | -17.6% | -6.1% |
| 1Y | +25.0% | +24.9% | +0.1% | +2.6% |
| All | +25.0% | +27.8% | -2.8% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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