+35.5%
IQV vs FGI
+93.3%
-57.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -0.9% |
| 7D | -2.6% | +14.7% | -17.3% | -2.7% |
| 30D | +6.2% | +67.0% | -60.8% | +5.5% |
| 3M | +38.0% | +31.0% | +7.0% | +37.4% |
| 6M | +43.9% | +126.8% | -82.9% | +41.7% |
| YTD | +14.0% | +35.6% | -21.6% | +13.1% |
| 1Y | +35.5% | +108.9% | -73.4% | +34.7% |
| All | +35.5% | +93.3% | -57.7% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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