+2,231.6%
FN vs IQV
+521.2%
+1,710.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.6% | +9.0% | +10.7% |
| 7D | 0.0% | +1.7% | -1.7% | -0.5% |
| 30D | -34.3% | +5.3% | -39.6% | -35.5% |
| 3M | -39.9% | +17.0% | -56.8% | -43.6% |
| 6M | -51.8% | +54.0% | -105.9% | -60.8% |
| YTD | -28.1% | +20.6% | -48.7% | -36.0% |
| 1Y | -29.1% | +28.9% | -58.0% | -38.8% |
| 3Y | +102.4% | +37.0% | +65.4% | +65.2% |
| 5Y | +171.7% | +10.0% | +161.7% | +139.4% |
| 10Y | +773.5% | +274.5% | +499.0% | +373.7% |
| All | +2,231.6% | +521.2% | +1,710.5% | +990.7% |
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