+29.3%
VCIT vs IQV
+234.0%
-204.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.1% |
| 7D | +0.1% | +0.3% | -0.2% | +0.1% |
| 30D | -0.8% | +8.6% | -9.4% | -1.2% |
| 3M | -0.5% | +41.1% | -41.6% | -2.3% |
| 6M | -1.4% | +48.6% | -49.9% | -3.5% |
| YTD | -0.8% | +15.0% | -15.8% | -1.8% |
| 1Y | +0.3% | +38.1% | -37.8% | -1.7% |
| 3Y | +19.2% | +21.4% | -2.2% | +16.9% |
| 5Y | +3.6% | -1.0% | +4.6% | +2.0% |
| 10Y | +29.3% | +233.0% | -203.7% | +22.9% |
| All | +29.3% | +234.0% | -204.7% | +22.9% |
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