+91.8%
FE vs IQV
+511.9%
-420.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | +1.9% | +2.3% | -0.4% | +1.5% |
| 30D | -1.2% | +13.4% | -14.6% | -3.6% |
| 3M | +3.5% | +43.3% | -39.8% | -4.0% |
| 6M | -6.1% | +50.5% | -56.6% | -14.2% |
| YTD | +7.6% | +18.8% | -11.2% | +2.7% |
| 1Y | +11.9% | +45.5% | -33.5% | +1.7% |
| 3Y | +48.4% | +19.4% | +29.1% | +37.8% |
| 5Y | +44.8% | +1.7% | +43.1% | +37.5% |
| 10Y | +115.9% | +247.9% | -132.0% | +53.8% |
| All | +91.8% | +511.9% | -420.1% | +29.7% |
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