+92.8%
FE vs IQV
+527.4%
-434.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -0.4% | +4.1% | -4.5% | -1.2% |
| 30D | +3.6% | +4.7% | -1.1% | +2.6% |
| 3M | +0.3% | +12.6% | -12.3% | -2.1% |
| 6M | +6.4% | +58.2% | -51.8% | -3.5% |
| YTD | +8.1% | +21.8% | -13.7% | +2.6% |
| 1Y | +4.6% | +25.6% | -21.0% | -1.5% |
| 3Y | +49.1% | +40.1% | +9.0% | +33.0% |
| 5Y | +46.1% | +8.7% | +37.4% | +36.5% |
| 10Y | +122.7% | +255.9% | -133.2% | +57.7% |
| All | +92.8% | +527.4% | -434.6% | +29.5% |
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