-100.0%
VIVK vs IQV
+488.0%
-588.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -9.5% | -5.3% | -4.2% | -8.1% |
| 30D | -35.1% | +5.5% | -40.6% | -36.1% |
| 3M | -93.4% | +41.2% | -134.6% | -94.0% |
| 6M | -98.0% | +50.5% | -148.5% | -98.2% |
| YTD | -97.9% | +14.1% | -112.0% | -97.9% |
| 1Y | -100.0% | +39.9% | -139.9% | -100.0% |
| 3Y | -100.0% | +20.5% | -120.5% | -100.0% |
| 5Y | -100.0% | -1.2% | -98.8% | -100.0% |
| 10Y | -100.0% | +233.9% | -333.8% | -100.0% |
| All | -100.0% | +488.0% | -588.0% | -100.0% |
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