+25.0%
IQV vs RL
+34.3%
-9.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -4.0% | -0.1% |
| 7D | -5.5% | +5.8% | -11.2% | -6.1% |
| 30D | -0.9% | +12.7% | -13.6% | -2.4% |
| 3M | +15.6% | +9.3% | +6.3% | +14.0% |
| 6M | +63.9% | +16.9% | +47.0% | +59.7% |
| YTD | +17.0% | +17.5% | -0.4% | +11.9% |
| 1Y | +25.0% | +34.6% | -9.6% | +13.5% |
| All | +25.0% | +34.3% | -9.3% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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