+8.7%
IQV vs RBA
+47.4%
-38.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +4.1% | +0.6% | +3.5% | +3.9% |
| 30D | +4.7% | +9.0% | -4.3% | +1.7% |
| 3M | +12.6% | +7.2% | +5.4% | +9.7% |
| 6M | +58.2% | -7.8% | +65.9% | +60.3% |
| YTD | +21.8% | -6.4% | +28.1% | +22.6% |
| 1Y | +25.6% | -4.2% | +29.8% | +25.4% |
| 3Y | +40.1% | +64.1% | -24.0% | +17.3% |
| 5Y | +8.7% | +48.4% | -39.7% | -3.4% |
| All | +8.7% | +47.4% | -38.7% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling