+141.0%
IQV vs REPL
-6.0%
+147.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.4% |
| 7D | +2.3% | -3.0% | +5.3% | +2.4% |
| 30D | +13.4% | +27.1% | -13.7% | +12.6% |
| 3M | +43.3% | +52.4% | -9.1% | +39.8% |
| 6M | +50.5% | +107.4% | -56.9% | +39.9% |
| YTD | +18.8% | +54.7% | -35.9% | +11.8% |
| 1Y | +45.5% | +158.9% | -113.4% | +30.0% |
| 3Y | +19.4% | -23.7% | +43.1% | +2.4% |
| 5Y | +1.7% | -54.3% | +56.1% | -10.4% |
| All | +141.0% | -6.0% | +147.0% | +62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling