-61.9%
FCEL vs IQV
+22.1%
-84.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.3% |
| 7D | +6.3% | -2.2% | +8.5% | +6.9% |
| 30D | -26.7% | +8.3% | -35.0% | -29.3% |
| 3M | -10.2% | +44.6% | -54.8% | -27.0% |
| 6M | +123.5% | +52.6% | +70.9% | +71.2% |
| YTD | +117.4% | +16.1% | +101.2% | +96.7% |
| 1Y | +146.0% | +37.3% | +108.7% | +96.5% |
| 3Y | -61.9% | +21.6% | -83.5% | -71.0% |
| All | -61.9% | +22.1% | -84.0% | -71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling