-80.3%
FIG vs IQV
+37.2%
-117.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.2% | -2.5% | -4.2% |
| 7D | -16.4% | +0.3% | -16.7% | -16.5% |
| 30D | -2.3% | +8.6% | -10.9% | -6.0% |
| 3M | +7.8% | +41.1% | -33.3% | -7.8% |
| 6M | -21.8% | +48.6% | -70.4% | -34.6% |
| YTD | -39.1% | +15.0% | -54.1% | -43.8% |
| 1Y | -56.6% | +38.1% | -94.8% | -62.5% |
| All | -80.3% | +37.2% | -117.5% | -82.8% |
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