+840.0%
FANG vs IQV
+498.2%
+341.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.9% |
| 7D | +2.9% | -2.2% | +5.1% | +3.8% |
| 30D | +2.6% | +8.3% | -5.7% | -0.9% |
| 3M | +7.6% | +44.6% | -37.0% | -9.4% |
| 6M | +17.3% | +52.6% | -35.2% | -5.0% |
| YTD | +38.7% | +16.1% | +22.5% | +25.1% |
| 1Y | +51.6% | +37.3% | +14.4% | +25.5% |
| 3Y | +50.0% | +21.6% | +28.4% | +24.3% |
| 5Y | +237.6% | +0.5% | +237.1% | +197.1% |
| 10Y | +180.7% | +239.7% | -59.0% | +34.8% |
| All | +840.0% | +498.2% | +341.8% | +236.5% |
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