+45.1%
VCIT vs IQV
+521.2%
-476.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.2% |
| 7D | +0.1% | +1.7% | -1.6% | 0.0% |
| 30D | +1.9% | +5.3% | -3.4% | +1.7% |
| 3M | -1.4% | +17.0% | -18.4% | -2.1% |
| 6M | -2.1% | +54.0% | -56.2% | -4.0% |
| YTD | -1.6% | +20.6% | -22.2% | -2.7% |
| 1Y | -0.9% | +28.9% | -29.8% | -2.2% |
| 3Y | +20.0% | +37.0% | -17.0% | +17.4% |
| 5Y | +3.1% | +10.0% | -6.8% | +1.3% |
| 10Y | +28.7% | +274.5% | -245.7% | +24.4% |
| All | +45.1% | +521.2% | -476.1% | +39.8% |
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