-61.6%
JD vs IQV
-1.9%
-59.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.2% |
| 7D | -3.0% | -2.6% | -0.4% | -2.2% |
| 30D | -19.3% | +6.2% | -25.5% | -21.0% |
| 3M | -6.0% | +38.0% | -44.0% | -16.4% |
| 6M | +1.8% | +43.9% | -42.1% | -11.6% |
| YTD | -2.6% | +14.0% | -16.6% | -8.3% |
| 1Y | -17.4% | +35.5% | -53.0% | -28.0% |
| 3Y | -8.6% | +20.3% | -29.0% | -20.0% |
| 5Y | -61.6% | -1.6% | -60.0% | -64.8% |
| All | -61.6% | -1.9% | -59.7% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling