+524.6%
BAC vs IQV
+492.3%
+32.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.8% |
| 7D | +1.2% | +0.3% | +0.8% | +1.0% |
| 30D | -0.7% | +8.6% | -9.3% | -4.2% |
| 3M | +16.9% | +41.1% | -24.2% | 0.0% |
| 6M | +29.6% | +48.6% | -19.0% | +7.2% |
| YTD | +15.3% | +15.0% | +0.3% | +5.2% |
| 1Y | +28.8% | +38.1% | -9.3% | +7.4% |
| 3Y | +136.4% | +21.4% | +115.0% | +99.9% |
| 5Y | +72.9% | -1.0% | +73.9% | +57.1% |
| 10Y | +391.8% | +233.0% | +158.8% | +138.2% |
| All | +524.6% | +492.3% | +32.3% | +147.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling