+948.1%
FIX vs IQV
+9.4%
+938.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.6% | +2.8% | +4.8% |
| 7D | -17.5% | +1.7% | -19.1% | -17.8% |
| 30D | -41.6% | +5.3% | -46.9% | -42.4% |
| 3M | -40.6% | +17.0% | -57.5% | -43.2% |
| 6M | -49.4% | +54.0% | -103.4% | -56.4% |
| YTD | +9.2% | +20.6% | -11.4% | +1.2% |
| 1Y | +6.5% | +28.9% | -22.5% | -4.0% |
| 3Y | +448.7% | +37.0% | +411.7% | +366.6% |
| All | +948.1% | +9.4% | +938.7% | +879.0% |
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