+379.0%
FITB vs IQV
+492.3%
-113.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | +0.9% |
| 7D | +2.8% | +0.3% | +2.5% | +2.6% |
| 30D | -4.5% | +8.6% | -13.1% | -8.5% |
| 3M | +5.7% | +41.1% | -35.5% | -12.0% |
| 6M | +17.1% | +48.6% | -31.4% | -6.3% |
| YTD | +18.3% | +15.0% | +3.3% | +6.2% |
| 1Y | +23.9% | +38.1% | -14.2% | +0.1% |
| 3Y | +131.1% | +21.4% | +109.7% | +90.9% |
| 5Y | +71.1% | -1.0% | +72.1% | +54.1% |
| 10Y | +283.9% | +233.0% | +50.9% | +81.2% |
| All | +379.0% | +492.3% | -113.4% | +90.6% |
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