-1.0%
IQV vs FIVE
+38.7%
-39.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.4% |
| 7D | +0.3% | +3.7% | -3.3% | -0.5% |
| 30D | +8.6% | +4.0% | +4.6% | +7.4% |
| 3M | +41.1% | +36.2% | +4.9% | +31.2% |
| 6M | +48.6% | +18.0% | +30.5% | +41.4% |
| YTD | +15.0% | +34.9% | -19.9% | +6.1% |
| 1Y | +38.1% | +67.9% | -29.8% | +20.7% |
| 3Y | +21.4% | +57.3% | -35.9% | +3.2% |
| 5Y | -1.0% | +39.5% | -40.6% | -16.2% |
| All | -1.0% | +38.7% | -39.7% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling