-56.4%
FICO vs IQV
+25.1%
-81.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.4% |
| 7D | +0.4% | -5.5% | +5.9% | +3.1% |
| 30D | +1.7% | -0.9% | +2.5% | +2.1% |
| 3M | -33.0% | +15.6% | -48.6% | -37.5% |
| 6M | -33.9% | +63.9% | -97.8% | -46.6% |
| YTD | -58.5% | +17.0% | -75.6% | -61.1% |
| 1Y | -56.4% | +25.0% | -81.4% | -60.0% |
| All | -56.4% | +25.1% | -81.5% | -60.0% |
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