+538.9%
FICO vs IQV
+250.3%
+288.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -0.9% |
| 7D | +1.4% | +2.4% | -0.9% | 0.0% |
| 30D | -0.8% | +4.0% | -4.8% | -3.0% |
| 3M | -31.3% | +12.2% | -43.5% | -35.8% |
| 6M | -33.9% | +54.9% | -88.8% | -49.0% |
| YTD | -57.6% | +20.3% | -77.8% | -62.6% |
| 1Y | -59.7% | +22.7% | -82.4% | -64.9% |
| 3Y | -28.0% | +38.3% | -66.4% | -46.1% |
| 5Y | +91.0% | +6.5% | +84.5% | +66.0% |
| All | +538.9% | +250.3% | +288.6% | +174.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling