+102.9%
FTI vs IQV
+487.2%
-384.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.1% |
| 7D | -2.3% | -2.6% | +0.3% | -1.3% |
| 30D | +5.0% | +6.2% | -1.2% | +2.3% |
| 3M | +13.8% | +38.0% | -24.1% | -2.2% |
| 6M | +22.9% | +43.9% | -21.0% | +2.1% |
| YTD | +75.0% | +14.0% | +61.0% | +59.4% |
| 1Y | +96.9% | +35.5% | +61.4% | +63.9% |
| 3Y | +276.7% | +20.3% | +256.4% | +215.2% |
| 5Y | +1,157.0% | -1.6% | +1,158.7% | +1,030.5% |
| 10Y | +310.7% | +233.4% | +77.2% | +108.6% |
| All | +102.9% | +487.2% | -384.3% | -12.4% |
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