+69.9%
F vs IQV
+527.4%
-457.4%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -2.1% | +4.1% | -6.2% | -3.8% |
| 30D | +3.3% | +4.7% | -1.4% | +1.1% |
| 3M | -11.3% | +12.6% | -23.9% | -16.1% |
| 6M | +5.3% | +58.2% | -52.9% | -15.3% |
| YTD | -2.2% | +21.8% | -24.0% | -13.3% |
| 1Y | -3.5% | +25.6% | -29.2% | -15.7% |
| 3Y | +49.5% | +40.1% | +9.4% | +18.8% |
| 5Y | -13.5% | +8.7% | -22.2% | -23.3% |
| 10Y | +69.0% | +255.9% | -186.9% | -11.0% |
| All | +69.9% | +527.4% | -457.4% | -23.9% |
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