+1,843.6%
FICO vs IQV
+511.9%
+1,331.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.4% | -15.3% | -15.9% |
| 7D | -19.2% | +2.3% | -21.5% | -20.1% |
| 30D | -14.6% | +13.4% | -28.0% | -20.1% |
| 3M | -20.1% | +43.3% | -63.4% | -34.3% |
| 6M | -36.3% | +50.5% | -86.9% | -49.4% |
| YTD | -44.9% | +18.8% | -63.6% | -50.6% |
| 1Y | -38.6% | +45.5% | -84.1% | -51.3% |
| 3Y | +4.0% | +19.4% | -15.4% | -12.9% |
| 5Y | +99.5% | +1.7% | +97.8% | +80.1% |
| 10Y | +604.7% | +247.9% | +356.7% | +231.1% |
| All | +1,843.6% | +511.9% | +1,331.7% | +678.1% |
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