+40.4%
IQV vs FIVE
+43.9%
-3.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +4.8% | +7.3% | -2.5% | +3.8% |
| 30D | +5.9% | +18.1% | -12.2% | +3.5% |
| 3M | +13.7% | +7.7% | +6.0% | +12.2% |
| 6M | +54.0% | +13.6% | +40.3% | +50.3% |
| YTD | +22.1% | +34.6% | -12.5% | +15.8% |
| 1Y | +29.1% | +66.2% | -37.1% | +18.8% |
| 3Y | +40.4% | +43.5% | -3.1% | +23.1% |
| All | +40.4% | +43.9% | -3.5% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling