+535.9%
IQV vs RCAT
-99.9%
+635.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.4% |
| 7D | +2.3% | -1.4% | +3.7% | +2.3% |
| 30D | +13.4% | -3.3% | +16.8% | +13.4% |
| 3M | +43.3% | -43.2% | +86.5% | +43.5% |
| 6M | +50.5% | -43.2% | +93.7% | +50.7% |
| YTD | +18.8% | +5.5% | +13.2% | +18.6% |
| 1Y | +45.5% | -1.6% | +47.1% | +45.2% |
| 3Y | +19.4% | +773.7% | -754.3% | +18.1% |
| 5Y | +1.7% | +187.6% | -185.9% | +0.7% |
| 10Y | +247.9% | -98.5% | +346.4% | +249.6% |
| All | +535.9% | -99.9% | +635.8% | +573.4% |
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