-99.1%
FCEL vs IQV
+242.6%
-341.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +0.9% |
| 7D | +6.3% | -2.2% | +8.5% | +7.4% |
| 30D | -26.7% | +8.3% | -35.0% | -31.0% |
| 3M | -10.2% | +44.6% | -54.8% | -33.6% |
| 6M | +123.5% | +52.6% | +70.9% | +53.6% |
| YTD | +117.4% | +16.1% | +101.2% | +79.2% |
| 1Y | +146.0% | +37.3% | +108.7% | +78.7% |
| 3Y | -61.9% | +21.6% | -83.5% | -70.7% |
| 5Y | -90.5% | +0.5% | -91.0% | -91.6% |
| All | -99.1% | +242.6% | -341.7% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling