+890.0%
FN vs IQV
+234.0%
+656.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +3.4% |
| 7D | +3.5% | +0.3% | +3.2% | +3.3% |
| 30D | -26.0% | +8.6% | -34.6% | -28.6% |
| 3M | -33.3% | +41.1% | -74.4% | -43.7% |
| 6M | -14.9% | +48.6% | -63.5% | -31.4% |
| YTD | -8.6% | +15.0% | -23.6% | -17.3% |
| 1Y | +12.3% | +38.1% | -25.8% | -7.8% |
| 3Y | +174.4% | +21.4% | +153.0% | +133.0% |
| 5Y | +296.4% | -1.0% | +297.4% | +263.2% |
| 10Y | +890.0% | +233.0% | +657.1% | +364.0% |
| All | +890.0% | +234.0% | +656.0% | +364.0% |
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