+2,803.8%
FN vs IQV
+511.9%
+2,291.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.6% | +3.7% |
| 7D | -1.7% | +2.3% | -4.0% | -2.6% |
| 30D | -22.0% | +13.4% | -35.4% | -25.8% |
| 3M | -43.0% | +43.3% | -86.3% | -51.6% |
| 6M | -27.7% | +50.5% | -78.3% | -41.1% |
| YTD | -10.5% | +18.8% | -29.3% | -19.6% |
| 1Y | +12.5% | +45.5% | -33.0% | -8.3% |
| 3Y | +153.8% | +19.4% | +134.4% | +120.5% |
| 5Y | +288.0% | +1.7% | +286.3% | +253.5% |
| 10Y | +906.4% | +247.9% | +658.5% | +459.7% |
| All | +2,803.8% | +511.9% | +2,291.9% | +1,270.5% |
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 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