-99.6%
FCEL vs IQV
+487.2%
-586.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.8% | -6.2% |
| 7D | +15.1% | -2.6% | +17.7% | +16.4% |
| 30D | -16.4% | +6.2% | -22.6% | -20.3% |
| 3M | -5.3% | +38.0% | -43.2% | -26.6% |
| 6M | +124.5% | +43.9% | +80.6% | +64.1% |
| YTD | +126.7% | +14.0% | +112.7% | +90.9% |
| 1Y | +219.9% | +35.5% | +184.4% | +139.0% |
| 3Y | -61.6% | +20.3% | -82.0% | -69.7% |
| 5Y | -90.5% | -1.6% | -88.9% | -91.4% |
| 10Y | -99.1% | +233.4% | -332.5% | -99.6% |
| All | -99.6% | +487.2% | -586.9% | -99.9% |
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