-5.4%
JD vs IQV
+46.0%
-51.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.0% |
| 7D | -1.7% | +2.3% | -4.0% | -1.9% |
| 30D | -13.2% | +13.4% | -26.6% | -14.0% |
| 3M | -3.2% | +43.3% | -46.5% | -5.8% |
| 6M | +15.2% | +50.5% | -35.3% | +11.6% |
| YTD | +2.0% | +18.8% | -16.8% | +3.0% |
| 1Y | -5.4% | +45.5% | -50.8% | -9.0% |
| All | -5.4% | +46.0% | -51.3% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 1y: compounded portfolio wealth divided by compounded IQV 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…
1y analysis · Full analysis span regression · 6 months rolling