+244.8%
IQV vs RBA
+207.2%
+37.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.2% | -2.5% |
| 7D | -2.5% | +1.7% | -4.2% | -3.0% |
| 30D | +1.2% | +8.3% | -7.2% | -1.8% |
| 3M | +9.8% | +10.5% | -0.8% | +5.6% |
| 6M | +53.8% | -5.9% | +59.7% | +54.9% |
| YTD | +17.6% | -6.9% | +24.5% | +18.6% |
| 1Y | +18.6% | -4.9% | +23.5% | +18.7% |
| 3Y | +36.9% | +64.5% | -27.6% | +12.1% |
| 5Y | +4.1% | +46.1% | -42.0% | -13.8% |
| All | +244.8% | +207.2% | +37.6% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling