-1.6%
IQV vs RCAT
+184.3%
-185.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | -0.6% |
| 7D | -2.6% | -2.3% | -0.3% | -2.5% |
| 30D | +6.2% | -18.7% | +24.9% | +7.0% |
| 3M | +38.0% | -29.3% | +67.2% | +39.4% |
| 6M | +43.9% | -42.3% | +86.2% | +45.6% |
| YTD | +14.0% | +2.5% | +11.5% | +12.1% |
| 1Y | +35.5% | -5.7% | +41.2% | +32.7% |
| 3Y | +20.3% | +764.9% | -744.5% | +4.7% |
| 5Y | -1.6% | +182.3% | -183.9% | -15.0% |
| All | -1.6% | +184.3% | -185.9% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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