+2,178.1%
META vs IQV
+521.2%
+1,656.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -0.3% |
| 7D | -0.8% | +1.7% | -2.5% | -1.5% |
| 30D | -15.4% | +5.3% | -20.7% | -17.5% |
| 3M | +3.5% | +17.0% | -13.4% | -3.7% |
| 6M | -0.3% | +54.0% | -54.3% | -19.2% |
| YTD | -7.3% | +20.6% | -27.9% | -17.6% |
| 1Y | -1.1% | +28.9% | -30.0% | -15.0% |
| 3Y | +95.1% | +37.0% | +58.0% | +53.6% |
| 5Y | +80.6% | +10.0% | +70.6% | +58.7% |
| 10Y | +410.1% | +274.5% | +135.7% | +140.4% |
| All | +2,178.1% | +521.2% | +1,656.9% | +726.8% |
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