+244.8%
IQV vs FDS
+127.7%
+117.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.4% |
| 7D | -2.5% | +1.5% | -3.9% | -3.2% |
| 30D | +1.2% | +14.8% | -13.6% | -6.4% |
| 3M | +9.8% | +16.3% | -6.5% | 0.0% |
| 6M | +53.8% | +66.2% | -12.4% | +14.1% |
| YTD | +17.6% | +16.2% | +1.4% | +4.9% |
| 1Y | +18.6% | +21.8% | -3.2% | +2.4% |
| 3Y | +36.9% | -23.9% | +60.8% | +51.2% |
| 5Y | +4.1% | -23.1% | +27.2% | +13.0% |
| All | +244.8% | +127.7% | +117.1% | +109.2% |
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