+8.7%
IQV vs RL
+243.0%
-234.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.2% |
| 7D | +4.1% | -4.4% | +8.4% | +5.4% |
| 30D | +4.7% | +5.6% | -0.9% | +2.5% |
| 3M | +12.6% | -0.6% | +13.2% | +12.3% |
| 6M | +58.2% | +15.5% | +42.7% | +48.1% |
| YTD | +21.8% | +12.3% | +9.5% | +14.4% |
| 1Y | +25.6% | +19.3% | +6.3% | +15.2% |
| 3Y | +40.1% | +255.5% | -215.5% | -19.6% |
| 5Y | +8.7% | +247.1% | -238.4% | -40.4% |
| All | +8.7% | +243.0% | -234.3% | -40.4% |
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