+543.8%
IQV vs RCAT
-99.9%
+643.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.3% | +7.0% | -1.2% |
| 7D | +2.4% | +15.6% | -13.2% | +2.3% |
| 30D | +4.0% | -24.1% | +28.1% | +4.1% |
| 3M | +12.2% | -61.9% | +74.0% | +12.6% |
| 6M | +54.9% | -64.3% | +119.2% | +55.4% |
| YTD | +20.3% | -50.4% | +70.7% | +20.4% |
| 1Y | +22.7% | -54.0% | +76.8% | +22.9% |
| 3Y | +38.3% | +347.2% | -308.8% | +37.2% |
| 5Y | +6.5% | +45.7% | -39.3% | +5.7% |
| 10Y | +251.5% | -99.7% | +351.2% | +253.8% |
| All | +543.8% | -99.9% | +643.8% | +583.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling