+510.3%
IQV vs RJF
+645.2%
-134.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.6% |
| 7D | -2.6% | -0.3% | -2.3% | -2.5% |
| 30D | +6.2% | -2.0% | +8.2% | +7.1% |
| 3M | +38.0% | +16.3% | +21.6% | +28.7% |
| 6M | +43.9% | +16.9% | +27.0% | +33.7% |
| YTD | +14.0% | +10.4% | +3.6% | +8.5% |
| 1Y | +35.5% | +7.4% | +28.1% | +30.1% |
| 3Y | +20.3% | +72.2% | -51.9% | -8.3% |
| 5Y | -1.6% | +105.1% | -106.8% | -31.8% |
| 10Y | +233.4% | +430.9% | -197.5% | +47.7% |
| All | +510.3% | +645.2% | -134.9% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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