+1,033.9%
FLEX vs IQV
+236.7%
+797.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.3% | -4.2% |
| 7D | +0.1% | -5.3% | +5.4% | +2.6% |
| 30D | -11.8% | +5.5% | -17.3% | -14.4% |
| 3M | -22.6% | +41.2% | -63.8% | -37.0% |
| 6M | +77.3% | +50.5% | +26.8% | +36.9% |
| YTD | +78.8% | +14.1% | +64.6% | +58.1% |
| 1Y | +86.1% | +39.9% | +46.1% | +44.8% |
| 3Y | +446.2% | +20.5% | +425.7% | +338.8% |
| 5Y | +689.7% | -1.2% | +690.9% | +604.3% |
| All | +1,033.9% | +236.7% | +797.2% | +437.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling