-83.4%
FRMI vs IQV
+35.2%
-118.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.7% | -2.5% |
| 7D | +10.9% | -5.3% | +16.2% | +8.4% |
| 30D | -24.3% | +5.5% | -29.8% | -22.4% |
| 3M | -21.8% | +41.2% | -63.0% | -7.8% |
| 6M | -33.0% | +50.5% | -83.6% | -20.1% |
| YTD | -32.6% | +14.1% | -46.8% | -25.3% |
| All | -83.4% | +35.2% | -118.7% | -78.6% |
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