+37.3%
IQV vs FFIV
+26.0%
+11.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +1.2% |
| 7D | -2.2% | +5.4% | -7.7% | -3.1% |
| 30D | +8.3% | -2.7% | +11.0% | +8.8% |
| 3M | +44.6% | +4.5% | +40.0% | +42.5% |
| 6M | +52.6% | +42.2% | +10.4% | +37.7% |
| YTD | +16.1% | +61.3% | -45.2% | +2.1% |
| 1Y | +37.3% | +23.0% | +14.2% | +25.3% |
| All | +37.3% | +26.0% | +11.3% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling