+110.5%
FE vs IQV
+236.7%
-126.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -1.7% | -5.3% | +3.6% | -0.6% |
| 30D | -1.3% | +5.5% | -6.8% | -2.4% |
| 3M | +0.6% | +41.2% | -40.6% | -6.9% |
| 6M | -6.8% | +50.5% | -57.4% | -15.5% |
| YTD | +6.4% | +14.1% | -7.7% | +2.1% |
| 1Y | +11.3% | +39.9% | -28.7% | +1.2% |
| 3Y | +47.1% | +20.5% | +26.6% | +34.9% |
| 5Y | +50.4% | -1.2% | +51.6% | +43.5% |
| All | +110.5% | +236.7% | -126.2% | +46.4% |
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