+487.6%
IQV vs ESI
+226.4%
+261.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.4% |
| 7D | +0.3% | +5.4% | -5.1% | -1.2% |
| 30D | +8.6% | -4.2% | +12.8% | +9.7% |
| 3M | +41.1% | -9.6% | +50.7% | +42.8% |
| 6M | +48.6% | +18.3% | +30.2% | +36.8% |
| YTD | +15.0% | +45.8% | -30.8% | -0.8% |
| 1Y | +38.1% | +39.2% | -1.0% | +20.5% |
| 3Y | +21.4% | +86.3% | -64.9% | -3.6% |
| 5Y | -1.0% | +76.2% | -77.2% | -21.1% |
| 10Y | +233.0% | +306.8% | -73.8% | +109.6% |
| All | +487.6% | +226.4% | +261.2% | +284.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling