+284.0%
FITB vs IQV
+242.6%
+41.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.3% |
| 7D | -0.3% | -2.2% | +2.0% | +0.8% |
| 30D | -5.7% | +8.3% | -14.0% | -9.5% |
| 3M | +3.2% | +44.6% | -41.4% | -15.6% |
| 6M | +23.4% | +52.6% | -29.2% | -3.2% |
| YTD | +18.8% | +16.1% | +2.7% | +5.8% |
| 1Y | +25.0% | +37.3% | -12.3% | +0.7% |
| 3Y | +131.2% | +21.6% | +109.6% | +89.4% |
| 5Y | +70.7% | +0.5% | +70.2% | +52.0% |
| All | +284.0% | +242.6% | +41.4% | +82.7% |
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