+39.9%
IQV vs REPL
+126.3%
-86.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.4% | +8.5% | 0.0% |
| 7D | -5.3% | -13.4% | +8.1% | -5.5% |
| 30D | +5.5% | -3.0% | +8.5% | +5.5% |
| 3M | +41.2% | +56.3% | -15.1% | +43.1% |
| 6M | +50.5% | +60.9% | -10.3% | +53.6% |
| YTD | +14.1% | +36.2% | -22.1% | +16.8% |
| 1Y | +39.9% | +121.0% | -81.1% | +39.8% |
| All | +39.9% | +126.3% | -86.4% | +39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling