+16.4%
JD vs IQV
+236.7%
-220.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | -2.6% | -5.3% | +2.7% | -0.5% |
| 30D | -15.4% | +5.5% | -20.9% | -17.3% |
| 3M | -5.0% | +41.2% | -46.3% | -18.5% |
| 6M | +0.9% | +50.5% | -49.6% | -16.7% |
| YTD | -2.5% | +14.1% | -16.6% | -10.4% |
| 1Y | -16.0% | +39.9% | -56.0% | -30.1% |
| 3Y | -8.5% | +20.5% | -29.0% | -22.3% |
| 5Y | -61.8% | -1.2% | -60.5% | -64.8% |
| All | +16.4% | +236.7% | -220.4% | -36.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling