+551.9%
IQV vs RBA
+509.6%
+42.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.9% |
| 3M | +12.6% | +7.2% | +5.4% | +9.9% |
| 6M | +58.2% | -7.8% | +65.9% | +60.2% |
| YTD | +21.8% | -6.4% | +28.1% | +22.6% |
| 1Y | +25.6% | -4.2% | +29.8% | +25.6% |
| 3Y | +40.1% | +64.1% | -24.0% | +19.1% |
| 5Y | +8.7% | +48.4% | -39.7% | -7.2% |
| 10Y | +255.9% | +209.9% | +46.0% | +141.1% |
| All | +551.9% | +509.6% | +42.3% | +295.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling