+45.1%
VCIT vs IQV
+537.2%
-492.1%
-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% | -2.5% | 0.0% |
| 7D | +0.7% | +7.9% | -7.2% | +0.4% |
| 30D | +1.8% | +7.3% | -5.5% | +1.5% |
| 3M | -1.6% | +16.8% | -18.4% | -2.2% |
| 6M | -2.1% | +56.0% | -58.1% | -4.0% |
| YTD | -1.6% | +23.7% | -25.3% | -2.7% |
| 1Y | -0.8% | +32.5% | -33.3% | -2.2% |
| 3Y | +19.9% | +45.3% | -25.4% | +17.1% |
| 5Y | +3.3% | +10.7% | -7.4% | +1.5% |
| 10Y | +30.6% | +259.0% | -228.3% | +26.1% |
| All | +45.1% | +537.2% | -492.1% | +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