+5.3%
IQV vs ESI
+36.5%
-31.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | -2.5% | +5.5% | -8.0% | -4.4% |
| 30D | +1.2% | -7.8% | +8.9% | +3.6% |
| 3M | +9.8% | -15.0% | +24.8% | +15.2% |
| 6M | +53.8% | -24.9% | +78.7% | +65.2% |
| YTD | +17.6% | +33.2% | -15.6% | -7.7% |
| 1Y | +18.6% | +24.9% | -6.3% | -4.1% |
| 3Y | +36.9% | +77.8% | -40.9% | -12.5% |
| All | +5.3% | +36.5% | -31.2% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling