+2.4%
IQV vs ZCMD
-100.0%
+102.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.1% | +8.8% | +1.7% |
| 7D | -2.2% | -5.4% | +3.2% | -2.3% |
| 30D | +8.3% | -24.8% | +33.1% | +8.1% |
| 3M | +44.6% | -62.8% | +107.4% | +44.7% |
| 6M | +52.6% | -99.5% | +152.1% | +53.5% |
| YTD | +16.1% | -99.8% | +115.9% | +17.9% |
| 1Y | +37.3% | -99.9% | +137.2% | +39.9% |
| 3Y | +21.6% | -100.0% | +121.6% | +27.5% |
| All | +2.4% | -100.0% | +102.4% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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