+5.3%
IQV vs REPL
-35.0%
+40.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -2.5% | +1.2% | -3.7% | -2.5% |
| 30D | +1.2% | +92.2% | -91.0% | +1.1% |
| 3M | +9.8% | +44.1% | -34.3% | +9.7% |
| 6M | +53.8% | +313.0% | -259.2% | +52.0% |
| YTD | +17.6% | +125.2% | -107.6% | +16.5% |
| 1Y | +18.6% | +143.8% | -125.2% | +17.3% |
| 3Y | +36.9% | +104.2% | -67.3% | +20.9% |
| All | +5.3% | -35.0% | +40.3% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling