+18.6%
JD vs IQV
+41.0%
-22.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +0.4% | +4.1% | -3.6% | -0.2% |
| 30D | +4.2% | +4.7% | -0.5% | +3.3% |
| 3M | -12.8% | +12.6% | -25.3% | -14.6% |
| 6M | -8.8% | +58.2% | -67.0% | -16.3% |
| YTD | +0.5% | +21.8% | -21.3% | -2.9% |
| 1Y | -8.8% | +25.6% | -34.4% | -12.6% |
| All | +18.6% | +41.0% | -22.4% | -11.6% |
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