-9.3%
FLUT vs IQV
+242.6%
-251.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.5% |
| 7D | +0.4% | -2.2% | +2.7% | +1.0% |
| 30D | +2.5% | +8.3% | -5.8% | +0.4% |
| 3M | -9.2% | +44.6% | -53.8% | -17.8% |
| 6M | -8.2% | +52.6% | -60.8% | -18.2% |
| YTD | -53.2% | +16.1% | -69.4% | -55.6% |
| 1Y | -65.6% | +37.3% | -102.9% | -68.7% |
| 3Y | -43.6% | +21.6% | -65.1% | -48.3% |
| 5Y | -50.3% | +0.5% | -50.8% | -53.7% |
| All | -9.3% | +242.6% | -251.9% | -27.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling