-22.6%
FPS vs IQV
+32.0%
-54.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.5% | -17.8% | -17.2% |
| 7D | -23.3% | -5.5% | -17.9% | -24.3% |
| 30D | -42.4% | -0.9% | -41.6% | -42.5% |
| 3M | -43.0% | +15.6% | -58.6% | -41.0% |
| 6M | -44.5% | +63.9% | -108.4% | -45.2% |
| All | -22.6% | +32.0% | -54.6% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling