+25.6%
IQV vs FIVE
+66.9%
-41.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | +4.1% | -0.5% | +4.6% | +4.1% |
| 30D | +4.7% | +17.4% | -12.7% | +3.2% |
| 3M | +12.6% | +7.0% | +5.5% | +11.6% |
| 6M | +58.2% | +20.5% | +37.7% | +53.3% |
| YTD | +21.8% | +33.1% | -11.3% | +11.8% |
| 1Y | +25.6% | +67.1% | -41.5% | +7.9% |
| All | +25.6% | +66.9% | -41.3% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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