-62.2%
JD vs IQV
+8.4%
-70.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +0.4% | +4.1% | -3.6% | -0.9% |
| 30D | +4.2% | +4.7% | -0.5% | +2.5% |
| 3M | -12.8% | +12.6% | -25.3% | -16.4% |
| 6M | -8.8% | +58.2% | -67.0% | -23.2% |
| YTD | +0.5% | +21.8% | -21.3% | -7.7% |
| 1Y | -8.8% | +25.6% | -34.4% | -17.4% |
| 3Y | +18.6% | +40.1% | -21.5% | -4.3% |
| 5Y | -62.2% | +8.7% | -70.9% | -66.2% |
| All | -62.2% | +8.4% | -70.7% | -66.2% |
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