+6,161.0%
FIX vs IQV
+236.4%
+5,924.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.6% | +3.6% |
| 7D | +6.1% | +0.3% | +5.7% | +5.8% |
| 30D | -2.7% | +8.6% | -11.3% | -6.0% |
| 3M | -10.9% | +41.1% | -52.1% | -24.7% |
| 6M | +29.0% | +48.6% | -19.6% | +5.2% |
| YTD | +76.9% | +15.0% | +61.9% | +59.9% |
| 1Y | +130.7% | +38.1% | +92.6% | +90.0% |
| 3Y | +790.7% | +21.4% | +769.3% | +647.5% |
| 5Y | +2,185.6% | -1.0% | +2,186.6% | +1,983.1% |
| All | +6,161.0% | +236.4% | +5,924.7% | +3,221.9% |
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