+602.8%
FICO vs IQV
+234.0%
+368.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +1.9% |
| 7D | -15.4% | +0.3% | -15.8% | -15.5% |
| 30D | -10.4% | +8.6% | -19.0% | -14.4% |
| 3M | -22.7% | +41.1% | -63.8% | -36.6% |
| 6M | -36.8% | +48.6% | -85.3% | -50.1% |
| YTD | -44.8% | +15.0% | -59.8% | -50.0% |
| 1Y | -39.3% | +38.1% | -77.4% | -51.1% |
| 3Y | +3.7% | +21.4% | -17.7% | -15.5% |
| 5Y | +101.7% | -1.0% | +102.8% | +83.8% |
| 10Y | +602.8% | +233.0% | +369.8% | +214.8% |
| All | +602.8% | +234.0% | +368.8% | +214.8% |
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