-24.1%
FICO vs IQV
+38.2%
-62.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.4% |
| 7D | -0.9% | +1.7% | -2.6% | -1.6% |
| 30D | +3.3% | +5.3% | -2.0% | +1.5% |
| 3M | -31.7% | +17.0% | -48.7% | -35.4% |
| 6M | -34.0% | +54.0% | -88.0% | -43.0% |
| YTD | -58.3% | +20.6% | -78.9% | -61.4% |
| 1Y | -57.9% | +28.9% | -86.8% | -61.8% |
| 3Y | -24.1% | +37.0% | -61.1% | -30.9% |
| All | -24.1% | +38.2% | -62.3% | -30.9% |
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