+1,291.6%
FLEX vs IQV
+505.9%
+785.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -3.0% |
| 7D | +7.5% | -2.5% | +9.9% | +8.9% |
| 30D | -25.3% | +1.2% | -26.5% | -25.6% |
| 3M | -39.7% | +9.8% | -49.4% | -42.5% |
| 6M | -47.9% | +53.8% | -101.7% | -59.4% |
| YTD | +24.1% | +17.6% | +6.5% | +8.4% |
| 1Y | +26.0% | +18.6% | +7.4% | +9.4% |
| 3Y | +282.7% | +36.9% | +245.8% | +189.6% |
| 5Y | +424.2% | +4.1% | +420.1% | +356.3% |
| 10Y | +613.8% | +243.7% | +370.0% | +230.5% |
| All | +1,291.6% | +505.9% | +785.7% | +437.9% |
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