+244.8%
IQV vs FFIV
+118.6%
+126.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.1% |
| 7D | -2.5% | -0.5% | -1.9% | -2.2% |
| 30D | +1.2% | -32.4% | +33.6% | +16.5% |
| 3M | +9.8% | -25.7% | +35.5% | +20.5% |
| 6M | +53.8% | -13.5% | +67.3% | +55.8% |
| YTD | +17.6% | +21.1% | -3.5% | +1.2% |
| 1Y | +18.6% | +29.4% | -10.8% | -1.2% |
| 3Y | +36.9% | +94.9% | -58.0% | -9.9% |
| 5Y | +4.1% | +34.7% | -30.6% | -20.3% |
| All | +244.8% | +118.6% | +126.2% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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