+14.4%
FIX vs IQV
+25.1%
-10.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +0.5% | -15.5% | -15.0% |
| 7D | -18.9% | -5.5% | -13.4% | -19.5% |
| 30D | -36.3% | -0.9% | -35.4% | -36.3% |
| 3M | -38.5% | +15.6% | -54.1% | -37.4% |
| 6M | -42.3% | +63.9% | -106.2% | -42.0% |
| YTD | +17.1% | +17.0% | +0.1% | +18.3% |
| 1Y | +14.4% | +25.0% | -10.7% | +13.3% |
| All | +14.4% | +25.1% | -10.7% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling