+535.9%
IQV vs EXPD
+476.6%
+59.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.9% |
| 7D | +2.3% | -1.1% | +3.4% | +2.9% |
| 30D | +13.4% | +4.1% | +9.4% | +11.1% |
| 3M | +43.3% | +17.9% | +25.4% | +31.5% |
| 6M | +50.5% | +29.2% | +21.3% | +31.4% |
| YTD | +18.8% | +27.4% | -8.6% | +3.7% |
| 1Y | +45.5% | +56.8% | -11.4% | +13.0% |
| 3Y | +19.4% | +68.0% | -48.7% | -11.9% |
| 5Y | +1.7% | +61.9% | -60.1% | -25.0% |
| 10Y | +247.9% | +316.0% | -68.1% | +65.8% |
| All | +535.9% | +476.6% | +59.3% | +174.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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