+19.5%
IQV vs ESI
+73.2%
-53.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +1.5% |
| 7D | -5.3% | -2.3% | -3.0% | -4.7% |
| 30D | +5.5% | -9.0% | +14.6% | +8.4% |
| 3M | +41.2% | -13.3% | +54.5% | +43.7% |
| 6M | +50.5% | +5.3% | +45.2% | +36.8% |
| YTD | +14.1% | +37.6% | -23.5% | -9.8% |
| 1Y | +39.9% | +33.6% | +6.3% | +11.4% |
| All | +19.5% | +73.2% | -53.7% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling