+230.6%
IQV vs FIVE
+497.8%
-267.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.9% | -0.2% |
| 7D | -2.6% | +1.7% | -4.3% | -3.1% |
| 30D | +6.2% | +5.0% | +1.2% | +4.6% |
| 3M | +38.0% | +29.5% | +8.5% | +28.2% |
| 6M | +43.9% | +12.4% | +31.5% | +37.4% |
| YTD | +14.0% | +31.2% | -17.2% | +4.4% |
| 1Y | +35.5% | +72.9% | -37.4% | +14.7% |
| 3Y | +20.3% | +53.0% | -32.7% | -1.6% |
| 5Y | -1.6% | +34.2% | -35.8% | -19.6% |
| All | +230.6% | +497.8% | -267.2% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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