+175.6%
FN vs IQV
+4.0%
+171.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.2% | -5.1% | -6.6% |
| 7D | +0.3% | -2.5% | +2.7% | +1.2% |
| 30D | -16.5% | +1.2% | -17.7% | -16.6% |
| 3M | -42.1% | +9.8% | -51.9% | -43.9% |
| 6M | -52.9% | +53.8% | -106.7% | -60.5% |
| YTD | -28.0% | +17.6% | -45.6% | -32.9% |
| 1Y | -18.5% | +18.6% | -37.1% | -24.4% |
| 3Y | +93.9% | +36.9% | +57.0% | +62.9% |
| All | +175.6% | +4.0% | +171.6% | +150.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling