+1,036.2%
FTI vs IQV
-0.1%
+1,036.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.6% |
| 7D | -4.4% | -2.2% | -2.1% | -3.9% |
| 30D | +1.5% | +8.3% | -6.8% | -0.4% |
| 3M | +8.2% | +44.6% | -36.4% | -1.7% |
| 6M | +18.8% | +52.6% | -33.7% | +5.6% |
| YTD | +71.7% | +16.1% | +55.5% | +64.0% |
| 1Y | +90.0% | +37.3% | +52.8% | +71.5% |
| 3Y | +270.5% | +21.6% | +248.9% | +233.9% |
| All | +1,036.2% | -0.1% | +1,036.3% | +941.3% |
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