+13,474.2%
FIX vs IQV
+511.9%
+12,962.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.5% |
| 7D | +6.0% | +2.3% | +3.7% | +5.0% |
| 30D | -7.2% | +13.4% | -20.7% | -11.9% |
| 3M | -15.9% | +43.3% | -59.1% | -28.9% |
| 6M | +12.7% | +50.5% | -37.8% | -7.9% |
| YTD | +72.8% | +18.8% | +54.0% | +54.5% |
| 1Y | +122.9% | +45.5% | +77.4% | +80.5% |
| 3Y | +774.3% | +19.4% | +755.0% | +646.6% |
| 5Y | +2,049.5% | +1.7% | +2,047.7% | +1,837.6% |
| 10Y | +5,821.5% | +247.9% | +5,573.5% | +2,894.9% |
| All | +13,474.2% | +511.9% | +12,962.3% | +5,392.7% |
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