+52.4%
JD vs IQV
+425.9%
-373.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.5% |
| 7D | -4.1% | -2.5% | -1.7% | -3.2% |
| 30D | +4.6% | +1.2% | +3.4% | +3.8% |
| 3M | -4.7% | +9.8% | -14.5% | -9.0% |
| 6M | -17.4% | +53.8% | -71.2% | -33.0% |
| YTD | +0.7% | +17.6% | -16.9% | -9.7% |
| 1Y | -5.9% | +18.6% | -24.5% | -16.0% |
| 3Y | +18.9% | +36.9% | -18.0% | -7.1% |
| 5Y | -62.9% | +4.1% | -67.0% | -67.0% |
| 10Y | +32.5% | +243.7% | -211.2% | -41.8% |
| All | +52.4% | +425.9% | -373.5% | -38.6% |
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