-80.8%
FIG vs IQV
+36.2%
-117.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -12.2% | -5.3% | -6.9% | -9.9% |
| 30D | -11.0% | +5.5% | -16.5% | -13.2% |
| 3M | +11.9% | +41.2% | -29.4% | -4.4% |
| 6M | -21.9% | +50.5% | -72.4% | -34.9% |
| YTD | -40.8% | +14.1% | -54.9% | -45.1% |
| 1Y | -56.6% | +39.9% | -96.6% | -62.5% |
| All | -80.8% | +36.2% | -117.0% | -83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling