-38.8%
FIS vs IQV
+36.2%
-75.0%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +4.8% |
| 7D | +2.8% | -2.5% | +5.3% | +3.5% |
| 30D | -16.7% | +1.2% | -17.9% | -17.2% |
| 3M | -32.3% | +9.8% | -42.1% | -34.4% |
| 6M | -29.1% | +53.8% | -82.9% | -38.0% |
| YTD | -54.1% | +17.6% | -71.8% | -56.9% |
| 1Y | -53.7% | +18.6% | -72.3% | -56.6% |
| 3Y | -38.8% | +36.9% | -75.7% | -48.5% |
| All | -38.8% | +36.2% | -75.0% | -48.5% |
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 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