-6.5%
FXI vs IQV
-0.1%
-6.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | 0.0% |
| 7D | -3.9% | -2.2% | -1.6% | -3.4% |
| 30D | -2.1% | +8.3% | -10.4% | -3.9% |
| 3M | -0.5% | +44.6% | -45.0% | -9.3% |
| 6M | -4.5% | +52.6% | -57.1% | -14.7% |
| YTD | -9.2% | +16.1% | -25.4% | -13.3% |
| 1Y | -13.8% | +37.3% | -51.1% | -21.7% |
| 3Y | +36.6% | +21.6% | +15.0% | +24.5% |
| All | -6.5% | -0.1% | -6.3% | -13.8% |
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