-0.5%
FLUT vs IQV
+505.9%
-506.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.5% |
| 7D | -0.7% | -2.5% | +1.8% | -0.1% |
| 30D | +9.3% | +1.2% | +8.1% | +8.8% |
| 3M | -17.5% | +9.8% | -27.3% | -19.5% |
| 6M | -14.6% | +53.8% | -68.4% | -23.2% |
| YTD | -62.3% | +17.6% | -79.9% | -64.2% |
| 1Y | -59.6% | +18.6% | -78.2% | -61.8% |
| 3Y | -45.3% | +36.9% | -82.2% | -50.7% |
| 5Y | -50.4% | +4.1% | -54.5% | -53.8% |
| 10Y | -26.8% | +243.7% | -270.6% | -38.1% |
| All | -0.5% | +505.9% | -506.4% | -17.2% |
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 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