+121.0%
FE vs IQV
+250.3%
-129.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.2% |
| 7D | -0.3% | +2.4% | -2.6% | -0.8% |
| 30D | +3.9% | +4.0% | -0.1% | +2.9% |
| 3M | -0.1% | +12.2% | -12.3% | -2.7% |
| 6M | +6.1% | +54.9% | -48.8% | -4.1% |
| YTD | +8.1% | +20.3% | -12.2% | +2.4% |
| 1Y | +4.4% | +22.7% | -18.3% | -1.6% |
| 3Y | +49.0% | +38.3% | +10.7% | +31.7% |
| 5Y | +46.1% | +6.5% | +39.7% | +36.8% |
| All | +121.0% | +250.3% | -129.3% | +49.9% |
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 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