+23.5%
FLUT vs IQV
+492.3%
-468.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.3% |
| 7D | +3.8% | +0.3% | +3.5% | +3.7% |
| 30D | +6.3% | +8.6% | -2.3% | +4.3% |
| 3M | -4.0% | +41.1% | -45.2% | -11.6% |
| 6M | -10.3% | +48.6% | -58.8% | -18.5% |
| YTD | -53.2% | +15.0% | -68.2% | -55.2% |
| 1Y | -65.0% | +38.1% | -103.2% | -67.9% |
| 3Y | -43.9% | +21.4% | -65.3% | -48.0% |
| 5Y | -49.2% | -1.0% | -48.2% | -52.2% |
| 10Y | -9.2% | +233.0% | -242.1% | -22.5% |
| All | +23.5% | +492.3% | -468.9% | +3.7% |
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