+456.1%
IQV vs USFR
+27.6%
+428.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +0.3% | +0.1% | +0.3% | +0.3% |
| 30D | +8.6% | +0.3% | +8.3% | +8.4% |
| 3M | +41.1% | +1.0% | +40.1% | +40.2% |
| 6M | +48.6% | +1.9% | +46.6% | +46.7% |
| YTD | +15.0% | +2.7% | +12.3% | +13.1% |
| 1Y | +38.1% | +4.0% | +34.1% | +34.6% |
| 3Y | +21.4% | +14.0% | +7.4% | +11.3% |
| 5Y | -1.0% | +20.4% | -21.4% | -12.9% |
| 10Y | +233.0% | +28.1% | +204.9% | +180.2% |
| All | +456.1% | +27.6% | +428.5% | +375.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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