+231.0%
IQV vs FDS
+66.9%
+164.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.8% | +5.9% | +3.2% |
| 7D | -5.3% | -16.0% | +10.7% | +3.6% |
| 30D | +5.5% | -6.7% | +12.2% | +9.0% |
| 3M | +41.2% | +6.0% | +35.3% | +35.5% |
| 6M | +50.5% | +25.1% | +25.4% | +30.0% |
| YTD | +14.1% | -8.1% | +22.3% | +16.3% |
| 1Y | +39.9% | -26.0% | +66.0% | +58.8% |
| 3Y | +20.5% | -36.4% | +56.9% | +46.8% |
| 5Y | -1.2% | -27.7% | +26.5% | +10.4% |
| All | +231.0% | +66.9% | +164.1% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling