-38.6%
FICO vs IQV
+46.0%
-84.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.4% | -15.3% | -16.0% |
| 7D | -19.2% | +2.3% | -21.5% | -19.9% |
| 30D | -14.6% | +13.4% | -28.0% | -19.1% |
| 3M | -20.1% | +43.3% | -63.4% | -30.8% |
| 6M | -36.3% | +50.5% | -86.9% | -46.0% |
| YTD | -44.9% | +18.8% | -63.6% | -49.1% |
| 1Y | -38.6% | +45.5% | -84.1% | -45.2% |
| All | -38.6% | +46.0% | -84.6% | -45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling