+21.5%
FIS vs IQV
+511.9%
-490.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | +1.1% | +2.3% | -1.2% | +0.1% |
| 30D | -2.2% | +13.4% | -15.7% | -7.5% |
| 3M | +2.1% | +43.3% | -41.1% | -13.1% |
| 6M | -14.7% | +50.5% | -65.2% | -29.6% |
| YTD | -35.7% | +18.8% | -54.5% | -41.5% |
| 1Y | -37.1% | +45.5% | -82.5% | -47.9% |
| 3Y | -20.0% | +19.4% | -39.4% | -30.6% |
| 5Y | -62.1% | +1.7% | -63.9% | -65.4% |
| 10Y | -37.4% | +247.9% | -285.3% | -67.4% |
| All | +21.5% | +511.9% | -490.4% | -47.5% |
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