+19.3%
IQV vs FDS
-32.7%
+52.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | +0.5% |
| 7D | -2.6% | -8.8% | +6.2% | +0.9% |
| 30D | +6.2% | -1.4% | +7.6% | +6.6% |
| 3M | +38.0% | +13.9% | +24.1% | +30.9% |
| 6M | +43.9% | +27.4% | +16.5% | +30.1% |
| YTD | +14.0% | -2.5% | +16.5% | +13.4% |
| 1Y | +35.5% | -23.8% | +59.3% | +49.0% |
| All | +19.3% | -32.7% | +52.1% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling