-41.2%
FIS vs IQV
+242.6%
-283.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.8% |
| 7D | -9.0% | -2.2% | -6.7% | -8.0% |
| 30D | -9.0% | +8.3% | -17.3% | -12.2% |
| 3M | -0.5% | +44.6% | -45.1% | -16.1% |
| 6M | -23.1% | +52.6% | -75.7% | -37.2% |
| YTD | -41.5% | +16.1% | -57.6% | -46.3% |
| 1Y | -42.2% | +37.3% | -79.5% | -51.1% |
| 3Y | -26.3% | +21.6% | -47.9% | -37.0% |
| 5Y | -65.2% | +0.5% | -65.7% | -68.1% |
| All | -41.2% | +242.6% | -283.8% | -68.6% |
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