+236.7%
IQV vs ET
+177.0%
+59.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.6% | +2.0% |
| 7D | -2.2% | +0.2% | -2.5% | -2.3% |
| 30D | +8.3% | +2.9% | +5.4% | +7.4% |
| 3M | +44.6% | +16.8% | +27.8% | +38.2% |
| 6M | +52.6% | +18.9% | +33.7% | +44.9% |
| YTD | +16.1% | +37.7% | -21.6% | +5.7% |
| 1Y | +37.3% | +32.4% | +4.8% | +26.1% |
| 3Y | +21.6% | +99.5% | -77.9% | -1.1% |
| 5Y | +0.5% | +244.0% | -243.5% | -30.0% |
| All | +236.7% | +177.0% | +59.7% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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