+100.4%
F vs IQV
+511.9%
-411.5%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.1% |
| 7D | +5.3% | +2.3% | +3.0% | +4.3% |
| 30D | +4.6% | +13.4% | -8.8% | -1.0% |
| 3M | -3.7% | +43.3% | -46.9% | -18.4% |
| 6M | +16.8% | +50.5% | -33.7% | -4.3% |
| YTD | +15.3% | +18.8% | -3.5% | +3.8% |
| 1Y | +31.0% | +45.5% | -14.5% | +7.0% |
| 3Y | +45.4% | +19.4% | +26.1% | +25.3% |
| 5Y | +54.7% | +1.7% | +52.9% | +41.6% |
| 10Y | +98.2% | +247.9% | -149.7% | +5.8% |
| All | +100.4% | +511.9% | -411.5% | -8.9% |
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