+418.1%
FSLR vs IQV
+242.6%
+175.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.2% |
| 7D | -14.8% | -2.5% | -12.3% | -14.1% |
| 30D | -4.3% | +1.2% | -5.5% | -4.8% |
| 3M | -23.4% | +9.8% | -33.2% | -26.3% |
| 6M | -26.9% | +53.8% | -80.7% | -39.0% |
| YTD | -34.4% | +17.6% | -52.0% | -40.5% |
| 1Y | -33.2% | +18.6% | -51.8% | -39.6% |
| 3Y | +28.1% | +36.9% | -8.8% | +4.3% |
| 5Y | +54.5% | +4.1% | +50.4% | +39.0% |
| All | +418.1% | +242.6% | +175.5% | +213.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling