+826.4%
FN vs IQV
+259.6%
+566.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.6% | +9.3% | +10.9% |
| 7D | +16.3% | +7.9% | +8.4% | +13.2% |
| 30D | -24.7% | +7.3% | -32.0% | -26.6% |
| 3M | -34.9% | +16.8% | -51.7% | -39.1% |
| 6M | -41.1% | +56.0% | -97.1% | -52.7% |
| YTD | -19.6% | +23.7% | -43.3% | -29.4% |
| 1Y | -18.5% | +32.5% | -51.0% | -30.9% |
| 3Y | +119.1% | +45.3% | +73.8% | +71.8% |
| 5Y | +206.9% | +10.7% | +196.2% | +168.7% |
| 10Y | +826.4% | +259.0% | +567.5% | +343.5% |
| All | +826.4% | +259.6% | +566.8% | +343.5% |
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