+22.9%
FTI vs IQV
+47.3%
-24.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.5% |
| 7D | -2.3% | -2.6% | +0.3% | -2.6% |
| 30D | +5.0% | +6.2% | -1.2% | +5.9% |
| 3M | +13.8% | +38.0% | -24.1% | +19.2% |
| 6M | +22.9% | +43.9% | -21.0% | +29.9% |
| All | +22.9% | +47.3% | -24.4% | +29.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling