+236.7%
IQV vs ESI
+312.8%
-76.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | -2.2% | -4.6% | +2.4% | -0.5% |
| 30D | +8.3% | -10.5% | +18.8% | +12.6% |
| 3M | +44.6% | -19.8% | +64.4% | +54.0% |
| 6M | +52.6% | +5.8% | +46.8% | +41.8% |
| YTD | +16.1% | +38.3% | -22.2% | -4.2% |
| 1Y | +37.3% | +31.5% | +5.8% | +15.1% |
| 3Y | +21.6% | +80.7% | -59.1% | -12.5% |
| 5Y | +0.5% | +69.4% | -68.9% | -27.3% |
| All | +236.7% | +312.8% | -76.0% | +61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling