+375.1%
META vs IQV
+234.0%
+141.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.9% |
| 7D | +6.0% | +0.3% | +5.7% | +5.9% |
| 30D | +3.6% | +8.6% | -5.0% | -0.2% |
| 3M | +4.9% | +41.1% | -36.2% | -11.0% |
| 6M | -4.7% | +48.6% | -53.2% | -22.0% |
| YTD | -6.9% | +15.0% | -21.9% | -15.2% |
| 1Y | -18.2% | +38.1% | -56.3% | -32.4% |
| 3Y | +107.8% | +21.4% | +86.4% | +73.4% |
| 5Y | +63.9% | -1.0% | +64.9% | +51.6% |
| 10Y | +375.1% | +233.0% | +142.1% | +145.2% |
| All | +375.1% | +234.0% | +141.1% | +145.2% |
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