-25.6%
FIS vs IQV
+20.0%
-45.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | -8.9% | -5.3% | -3.6% | -7.3% |
| 30D | -9.9% | +5.5% | -15.4% | -11.4% |
| 3M | 0.0% | +41.2% | -41.3% | -10.3% |
| 6M | -22.9% | +50.5% | -73.4% | -32.3% |
| YTD | -40.9% | +14.1% | -55.0% | -43.8% |
| 1Y | -40.4% | +39.9% | -80.4% | -46.6% |
| All | -25.6% | +20.0% | -45.6% | -34.9% |
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