+31.2%
VCIT vs IQV
+242.6%
-211.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.1% |
| 7D | -1.4% | -2.5% | +1.0% | -1.3% |
| 30D | +0.6% | +1.2% | -0.6% | +0.5% |
| 3M | -2.2% | +9.8% | -12.0% | -2.7% |
| 6M | -2.3% | +53.8% | -56.1% | -4.6% |
| YTD | -2.2% | +17.6% | -19.8% | -3.3% |
| 1Y | -1.4% | +18.6% | -20.0% | -2.5% |
| 3Y | +18.7% | +36.9% | -18.1% | +15.6% |
| 5Y | +3.6% | +4.1% | -0.5% | +1.7% |
| All | +31.2% | +242.6% | -211.4% | +24.2% |
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