+1,408.9%
FICO vs IQV
+537.2%
+871.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +1.3% |
| 7D | -0.1% | +7.9% | -8.0% | -4.2% |
| 30D | +8.4% | +7.3% | +1.1% | +4.4% |
| 3M | -30.5% | +16.8% | -47.3% | -36.2% |
| 6M | -35.7% | +56.0% | -91.8% | -49.8% |
| YTD | -57.2% | +23.7% | -80.9% | -62.6% |
| 1Y | -58.4% | +32.5% | -90.9% | -65.0% |
| 3Y | -24.8% | +45.3% | -70.1% | -44.0% |
| 5Y | +79.3% | +10.7% | +68.5% | +53.7% |
| 10Y | +531.6% | +259.0% | +272.7% | +191.0% |
| All | +1,408.9% | +537.2% | +871.7% | +489.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling