+84.1%
F vs IQV
+233.5%
-149.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.1% | -3.5% |
| 7D | -4.9% | -2.6% | -2.3% | -3.7% |
| 30D | -2.9% | +6.2% | -9.1% | -5.5% |
| 3M | -9.1% | +38.0% | -47.0% | -22.3% |
| 6M | +12.9% | +43.9% | -31.0% | -6.3% |
| YTD | +6.1% | +14.0% | -7.9% | -3.1% |
| 1Y | +22.5% | +35.5% | -13.0% | +2.4% |
| 3Y | +32.1% | +20.3% | +11.7% | +12.1% |
| 5Y | +43.7% | -1.6% | +45.4% | +33.2% |
| 10Y | +84.1% | +233.4% | -149.3% | +0.6% |
| All | +84.1% | +233.5% | -149.4% | +0.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling