+2,105.4%
FIX vs IQV
+2.2%
+2,103.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.3% |
| 7D | +6.0% | +2.3% | +3.7% | +5.4% |
| 30D | -7.2% | +13.4% | -20.7% | -10.4% |
| 3M | -15.9% | +43.3% | -59.1% | -25.2% |
| 6M | +12.7% | +50.5% | -37.8% | -2.3% |
| YTD | +72.8% | +18.8% | +54.0% | +61.2% |
| 1Y | +122.9% | +45.5% | +77.4% | +91.5% |
| 3Y | +774.3% | +19.4% | +755.0% | +692.0% |
| All | +2,105.4% | +2.2% | +2,103.2% | +1,975.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling