+48.6%
FE vs IQV
+7.8%
+40.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.1% | -0.7% |
| 7D | 0.0% | +1.7% | -1.7% | -0.2% |
| 30D | +5.2% | +5.3% | -0.1% | +4.6% |
| 3M | 0.0% | +17.0% | -17.0% | -1.8% |
| 6M | +5.0% | +54.0% | -49.0% | -0.3% |
| YTD | +7.9% | +20.6% | -12.7% | +5.4% |
| 1Y | +6.3% | +28.9% | -22.6% | +2.7% |
| 3Y | +46.0% | +37.0% | +9.0% | +36.4% |
| All | +48.6% | +7.8% | +40.8% | +42.4% |
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 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