-90.7%
FCEL vs IQV
-1.9%
-88.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.1% | -6.0% | -6.0% |
| 7D | +6.3% | -5.3% | +11.5% | +9.2% |
| 30D | -18.8% | +5.5% | -24.3% | -22.3% |
| 3M | -3.8% | +41.2% | -45.1% | -27.6% |
| 6M | +121.1% | +50.5% | +70.6% | +53.1% |
| YTD | +113.3% | +14.1% | +99.1% | +80.4% |
| 1Y | +173.5% | +39.9% | +133.6% | +94.8% |
| 3Y | -63.9% | +20.5% | -84.4% | -72.6% |
| 5Y | -90.7% | -1.2% | -89.5% | -92.2% |
| All | -90.7% | -1.9% | -88.7% | -92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling