+535.9%
IQV vs FIVE
+581.6%
-45.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.1% | -6.5% | -2.6% |
| 7D | +2.3% | +4.3% | -2.0% | +1.3% |
| 30D | +13.4% | +12.5% | +0.9% | +10.1% |
| 3M | +43.3% | +31.2% | +12.0% | +33.8% |
| 6M | +50.5% | +14.4% | +36.2% | +44.0% |
| YTD | +18.8% | +33.9% | -15.1% | +9.4% |
| 1Y | +45.5% | +65.1% | -19.6% | +26.9% |
| 3Y | +19.4% | +49.0% | -29.6% | +0.5% |
| 5Y | +1.7% | +30.3% | -28.6% | -14.3% |
| 10Y | +247.9% | +481.1% | -233.2% | +111.6% |
| All | +535.9% | +581.6% | -45.7% | +266.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling