+6.9%
FPS vs IQV
+28.6%
-21.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.3% |
| 7D | +5.3% | -2.6% | +7.9% | +4.7% |
| 30D | -17.6% | +6.2% | -23.8% | -16.3% |
| 3M | -45.8% | +38.0% | -83.8% | -44.5% |
| 6M | -10.1% | +43.9% | -54.0% | -8.3% |
| All | +6.9% | +28.6% | -21.7% | +9.3% |
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