+21.4%
IQV vs REPL
-24.7%
+46.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -3.2% |
| 7D | +0.3% | -5.7% | +6.1% | +0.2% |
| 30D | +8.6% | +22.5% | -13.9% | +8.9% |
| 3M | +41.1% | +64.7% | -23.5% | +43.2% |
| 6M | +48.6% | +83.0% | -34.5% | +52.1% |
| YTD | +15.0% | +52.0% | -37.0% | +17.7% |
| 1Y | +38.1% | +144.5% | -106.4% | +41.6% |
| 3Y | +21.4% | -25.1% | +46.5% | +21.6% |
| All | +21.4% | -24.7% | +46.1% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling