+535.9%
IQV vs FFIV
+395.6%
+140.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +2.3% | -1.0% | +3.3% | +2.6% |
| 30D | +13.4% | -5.1% | +18.5% | +15.3% |
| 3M | +43.3% | -4.5% | +47.7% | +44.5% |
| 6M | +50.5% | +36.5% | +14.1% | +30.9% |
| YTD | +18.8% | +53.0% | -34.2% | -1.6% |
| 1Y | +45.5% | +24.2% | +21.2% | +29.9% |
| 3Y | +19.4% | +137.2% | -117.8% | -19.4% |
| 5Y | +1.7% | +91.8% | -90.0% | -26.7% |
| 10Y | +247.9% | +215.2% | +32.8% | +103.4% |
| All | +535.9% | +395.6% | +140.2% | +253.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling