+2,201.0%
META vs IQV
+511.9%
+1,689.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.6% |
| 7D | +6.7% | +2.3% | +4.4% | +5.6% |
| 30D | +4.8% | +13.4% | -8.7% | -1.1% |
| 3M | -1.6% | +43.3% | -44.9% | -17.1% |
| 6M | -7.5% | +50.5% | -58.0% | -24.7% |
| YTD | -6.4% | +18.8% | -25.2% | -16.1% |
| 1Y | -17.3% | +45.5% | -62.8% | -33.3% |
| 3Y | +109.9% | +19.4% | +90.6% | +77.5% |
| 5Y | +65.4% | +1.7% | +63.6% | +50.8% |
| 10Y | +391.8% | +247.9% | +143.9% | +139.6% |
| All | +2,201.0% | +511.9% | +1,689.1% | +742.1% |
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