-1.2%
IQV vs FTV
-3.0%
+1.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.5% | +1.7% |
| 7D | -5.3% | -5.2% | -0.1% | -1.9% |
| 30D | +5.5% | -11.5% | +17.0% | +14.3% |
| 3M | +41.2% | -9.0% | +50.3% | +49.5% |
| 6M | +50.5% | -2.0% | +52.6% | +50.4% |
| YTD | +14.1% | -0.9% | +15.1% | +11.6% |
| 1Y | +39.9% | +14.8% | +25.1% | +22.4% |
| 3Y | +20.5% | -5.5% | +26.0% | +19.4% |
| 5Y | -1.2% | -1.9% | +0.6% | -11.0% |
| All | -1.2% | -3.0% | +1.7% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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