+19.3%
IQV vs VFC
-27.2%
+46.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.4% |
| 7D | -2.6% | -2.3% | -0.3% | -2.1% |
| 30D | +6.2% | -13.4% | +19.6% | +9.4% |
| 3M | +38.0% | -23.7% | +61.7% | +45.0% |
| 6M | +43.9% | -24.5% | +68.4% | +51.3% |
| YTD | +14.0% | -27.8% | +41.8% | +21.0% |
| 1Y | +35.5% | -13.5% | +49.0% | +37.7% |
| All | +19.3% | -27.2% | +46.6% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 3y: compounded portfolio wealth divided by compounded VFC 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…
3y analysis · Full analysis span regression · 6 months rolling