+9,691.9%
FIX vs IQV
+527.4%
+9,164.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.3% | +5.1% |
| 7D | +6.4% | +4.1% | +2.4% | +4.9% |
| 30D | -29.1% | +4.7% | -33.8% | -30.4% |
| 3M | -31.1% | +12.6% | -43.7% | -34.6% |
| 6M | -42.8% | +58.2% | -101.0% | -54.1% |
| YTD | +24.6% | +21.8% | +2.9% | +9.9% |
| 1Y | +21.9% | +25.6% | -3.7% | +6.0% |
| 3Y | +524.9% | +40.1% | +484.8% | +393.9% |
| 5Y | +1,092.2% | +8.7% | +1,083.5% | +940.5% |
| 10Y | +3,759.0% | +255.9% | +3,503.1% | +1,828.8% |
| All | +9,691.9% | +527.4% | +9,164.5% | +3,809.3% |
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 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