-1.6%
IQV vs RL
+233.3%
-235.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.5% | +0.2% |
| 7D | -2.6% | -0.3% | -2.3% | -2.5% |
| 30D | +6.2% | -17.5% | +23.7% | +12.8% |
| 3M | +38.0% | -14.0% | +52.0% | +44.0% |
| 6M | +43.9% | -2.0% | +45.9% | +42.1% |
| YTD | +14.0% | -4.6% | +18.6% | +13.5% |
| 1Y | +35.5% | +9.5% | +26.0% | +28.2% |
| 3Y | +20.3% | +200.5% | -180.1% | -24.5% |
| 5Y | -1.6% | +226.3% | -227.9% | -42.5% |
| All | -1.6% | +233.3% | -235.0% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling