+46.5%
F vs IQV
-1.9%
+48.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.2% | -1.0% | -3.0% |
| 7D | +1.2% | +0.3% | +0.8% | +1.0% |
| 30D | +1.2% | +8.6% | -7.4% | -2.0% |
| 3M | -5.7% | +41.1% | -46.8% | -18.5% |
| 6M | +17.9% | +48.6% | -30.6% | -1.3% |
| YTD | +10.4% | +15.0% | -4.6% | +2.3% |
| 1Y | +25.3% | +38.1% | -12.8% | +6.2% |
| 3Y | +37.5% | +21.4% | +16.1% | +19.4% |
| 5Y | +46.5% | -1.0% | +47.5% | +29.6% |
| All | +46.5% | -1.9% | +48.4% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling