-1.6%
IQV vs RBA
+39.8%
-41.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -2.6% | -1.9% | -0.7% | -2.0% |
| 30D | +6.2% | -13.0% | +19.2% | +10.7% |
| 3M | +38.0% | -23.1% | +61.1% | +48.3% |
| 6M | +43.9% | -22.6% | +66.5% | +54.2% |
| YTD | +14.0% | -20.4% | +34.4% | +21.0% |
| 1Y | +35.5% | -29.6% | +65.1% | +49.2% |
| 3Y | +20.3% | +26.6% | -6.2% | +9.9% |
| 5Y | -1.6% | +38.2% | -39.8% | -17.1% |
| All | -1.6% | +39.8% | -41.4% | -17.1% |
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