+71.6%
F vs IQV
+537.2%
-465.6%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -1.9% | -0.4% |
| 7D | -0.6% | +7.9% | -8.5% | -3.8% |
| 30D | +2.9% | +7.3% | -4.4% | -0.4% |
| 3M | -9.5% | +16.8% | -26.3% | -15.7% |
| 6M | +4.0% | +56.0% | -52.0% | -15.8% |
| YTD | -1.3% | +23.7% | -25.0% | -13.0% |
| 1Y | -1.9% | +32.5% | -34.4% | -16.4% |
| 3Y | +53.5% | +45.3% | +8.2% | +19.9% |
| 5Y | -15.1% | +10.7% | -25.9% | -25.3% |
| 10Y | +81.0% | +259.0% | -178.0% | -5.1% |
| All | +71.6% | +537.2% | -465.6% | -23.7% |
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