+1,083.0%
FLEX vs IQV
+236.3%
+846.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.0% |
| 7D | +6.4% | -2.6% | +9.0% | +7.6% |
| 30D | -5.9% | +6.2% | -12.1% | -8.9% |
| 3M | -23.5% | +38.0% | -61.4% | -36.9% |
| 6M | +83.7% | +43.9% | +39.8% | +45.3% |
| YTD | +86.5% | +14.0% | +72.5% | +65.1% |
| 1Y | +100.5% | +35.5% | +65.0% | +58.8% |
| 3Y | +469.8% | +20.3% | +449.5% | +358.0% |
| 5Y | +725.7% | -1.6% | +727.3% | +638.4% |
| All | +1,083.0% | +236.3% | +846.6% | +461.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling