-6.3%
JD vs IQV
+18.7%
-25.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.5% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -16.0% | +8.6% | -24.6% | -17.4% |
| 3M | -3.2% | +41.1% | -44.3% | -9.7% |
| 6M | +6.1% | +48.6% | -42.5% | -2.6% |
| YTD | -0.1% | +15.0% | -15.1% | -2.9% |
| 1Y | -12.7% | +38.1% | -50.8% | -19.4% |
| 3Y | -6.3% | +21.4% | -27.7% | -16.3% |
| All | -6.3% | +18.7% | -25.0% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling