+52.1%
JD vs IQV
+444.6%
-392.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +0.4% | +4.1% | -3.6% | -1.3% |
| 30D | +4.2% | +4.7% | -0.5% | +1.9% |
| 3M | -12.8% | +12.6% | -25.3% | -17.5% |
| 6M | -8.8% | +58.2% | -67.0% | -26.9% |
| YTD | +0.5% | +21.8% | -21.3% | -11.2% |
| 1Y | -8.8% | +25.6% | -34.4% | -20.7% |
| 3Y | +18.6% | +40.1% | -21.5% | -8.0% |
| 5Y | -62.2% | +8.7% | -70.9% | -67.0% |
| 10Y | +32.2% | +255.9% | -223.7% | -42.7% |
| All | +52.1% | +444.6% | -392.5% | -39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling