+131.6%
IQV vs REPL
-17.3%
+148.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.4% | +8.5% | +0.3% |
| 7D | -5.3% | -13.4% | +8.1% | -4.9% |
| 30D | +5.5% | -3.0% | +8.5% | +5.5% |
| 3M | +41.2% | +56.3% | -15.1% | +37.4% |
| 6M | +50.5% | +60.9% | -10.3% | +41.4% |
| YTD | +14.1% | +36.2% | -22.1% | +7.8% |
| 1Y | +39.9% | +121.0% | -81.1% | +25.7% |
| 3Y | +20.5% | -32.8% | +53.3% | +3.7% |
| 5Y | -1.2% | -58.7% | +57.4% | -13.0% |
| All | +131.6% | -17.3% | +148.8% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling