+515.3%
FAST vs IQV
+521.2%
-5.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.5% | -0.7% |
| 7D | +2.1% | +1.7% | +0.4% | +1.5% |
| 30D | +6.9% | +5.3% | +1.6% | +4.9% |
| 3M | +4.8% | +17.0% | -12.1% | -0.7% |
| 6M | +19.8% | +54.0% | -34.3% | +2.7% |
| YTD | +34.9% | +20.6% | +14.3% | +23.7% |
| 1Y | +32.8% | +28.9% | +3.9% | +18.8% |
| 3Y | +93.7% | +37.0% | +56.7% | +62.8% |
| 5Y | +105.3% | +10.0% | +95.3% | +84.1% |
| 10Y | +595.4% | +274.5% | +320.9% | +295.4% |
| All | +515.3% | +521.2% | -5.8% | +196.3% |
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