-1.6%
IQV vs FFIV
+100.0%
-101.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.7% | -2.4% |
| 7D | -2.6% | +3.5% | -6.1% | -4.0% |
| 30D | +6.2% | -1.3% | +7.5% | +6.4% |
| 3M | +38.0% | +2.4% | +35.6% | +35.1% |
| 6M | +43.9% | +41.8% | +2.1% | +20.7% |
| YTD | +14.0% | +58.5% | -44.5% | -9.5% |
| 1Y | +35.5% | +24.3% | +11.2% | +19.4% |
| 3Y | +20.3% | +152.0% | -131.7% | -28.3% |
| 5Y | -1.6% | +99.1% | -100.8% | -36.0% |
| All | -1.6% | +100.0% | -101.6% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling