-28.9%
FICO vs IQV
+36.2%
-65.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.2% |
| 7D | +2.2% | -2.5% | +4.7% | +3.1% |
| 30D | +0.1% | +1.2% | -1.1% | -0.3% |
| 3M | -35.2% | +9.8% | -44.9% | -37.3% |
| 6M | -32.4% | +53.8% | -86.2% | -41.6% |
| YTD | -57.4% | +17.6% | -75.0% | -60.2% |
| 1Y | -58.5% | +18.6% | -77.1% | -61.4% |
| 3Y | -28.9% | +36.9% | -65.7% | -35.3% |
| All | -28.9% | +36.2% | -65.0% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling