+101.3%
IQV vs ESTC
+19.3%
+82.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +0.9% |
| 7D | -5.3% | -13.2% | +7.9% | -2.3% |
| 30D | +5.5% | +9.3% | -3.8% | +2.5% |
| 3M | +41.2% | +37.3% | +3.9% | +29.8% |
| 6M | +50.5% | +61.0% | -10.5% | +32.7% |
| YTD | +14.1% | +10.7% | +3.5% | +8.9% |
| 1Y | +39.9% | -7.2% | +47.1% | +37.7% |
| 3Y | +20.5% | +7.2% | +13.3% | +6.2% |
| 5Y | -1.2% | -47.7% | +46.5% | -3.7% |
| All | +101.3% | +19.3% | +82.1% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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