+54.3%
JD vs IQV
+431.2%
-376.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.5% |
| 7D | -1.7% | +2.3% | -4.0% | -2.7% |
| 30D | -13.2% | +13.4% | -26.6% | -17.9% |
| 3M | -3.2% | +43.3% | -46.5% | -18.2% |
| 6M | +15.2% | +50.5% | -35.3% | -6.2% |
| YTD | +2.0% | +18.8% | -16.8% | -8.5% |
| 1Y | -5.4% | +45.5% | -50.8% | -23.5% |
| 3Y | -9.1% | +19.4% | -28.5% | -23.1% |
| 5Y | -59.6% | +1.7% | -61.3% | -63.5% |
| 10Y | +26.2% | +247.9% | -221.7% | -44.8% |
| All | +54.3% | +431.2% | -376.9% | -37.8% |
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 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