+27.8%
FXI vs IQV
+492.3%
-464.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -1.5% |
| 7D | -1.0% | +0.3% | -1.3% | -1.1% |
| 30D | -3.2% | +8.6% | -11.8% | -5.7% |
| 3M | +1.7% | +41.1% | -39.4% | -9.3% |
| 6M | -1.6% | +48.6% | -50.1% | -14.4% |
| YTD | -7.9% | +15.0% | -22.9% | -13.7% |
| 1Y | -9.6% | +38.1% | -47.7% | -20.7% |
| 3Y | +40.5% | +21.4% | +19.1% | +24.2% |
| 5Y | -6.2% | -1.0% | -5.2% | -12.6% |
| 10Y | +14.2% | +233.0% | -218.8% | -34.4% |
| All | +27.8% | +492.3% | -464.5% | -34.2% |
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