+2.0%
FISV vs IQV
+242.6%
-240.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +4.7% |
| 7D | -2.7% | -2.2% | -0.4% | -1.7% |
| 30D | 0.0% | +8.3% | -8.3% | -3.3% |
| 3M | -2.8% | +44.6% | -47.4% | -17.5% |
| 6M | -11.8% | +52.6% | -64.4% | -27.5% |
| YTD | -23.2% | +16.1% | -39.3% | -29.4% |
| 1Y | -62.0% | +37.3% | -99.3% | -67.7% |
| 3Y | -57.6% | +21.6% | -79.2% | -63.9% |
| 5Y | -53.4% | +0.5% | -53.9% | -57.4% |
| All | +2.0% | +242.6% | -240.6% | -47.1% |
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 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