+285.6%
IQV vs FTV
+89.3%
+196.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.7% |
| 7D | +0.3% | -0.4% | +0.7% | +0.6% |
| 30D | +8.6% | -8.3% | +16.9% | +14.6% |
| 3M | +41.1% | -7.4% | +48.5% | +47.3% |
| 6M | +48.6% | -1.2% | +49.8% | +48.1% |
| YTD | +15.0% | +2.7% | +12.3% | +10.5% |
| 1Y | +38.1% | +18.4% | +19.7% | +20.7% |
| 3Y | +21.4% | -2.0% | +23.4% | +18.7% |
| 5Y | -1.0% | +3.4% | -4.4% | -7.7% |
| 10Y | +233.0% | +78.5% | +154.5% | +132.9% |
| All | +285.6% | +89.3% | +196.2% | +168.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling