+244.8%
IQV vs RL
+337.1%
-92.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.1% | -1.9% |
| 7D | -2.5% | +2.6% | -5.1% | -3.2% |
| 30D | +1.2% | +2.9% | -1.8% | +0.1% |
| 3M | +9.8% | 0.0% | +9.8% | +9.3% |
| 6M | +53.8% | +17.1% | +36.7% | +44.5% |
| YTD | +17.6% | +10.1% | +7.5% | +12.1% |
| 1Y | +18.6% | +17.3% | +1.3% | +10.7% |
| 3Y | +36.9% | +249.3% | -212.4% | -11.1% |
| 5Y | +4.1% | +240.9% | -236.8% | -33.8% |
| All | +244.8% | +337.1% | -92.3% | +98.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling