+21.6%
IQV vs RMBS
+55.3%
-33.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.5% |
| 7D | -2.2% | +1.8% | -4.0% | -2.4% |
| 30D | +8.3% | -13.9% | +22.2% | +10.0% |
| 3M | +44.6% | -39.8% | +84.4% | +52.9% |
| 6M | +52.6% | -6.0% | +58.6% | +45.2% |
| YTD | +16.1% | -5.4% | +21.5% | +10.2% |
| 1Y | +37.3% | -1.8% | +39.1% | +27.4% |
| 3Y | +21.6% | +53.7% | -32.1% | -3.1% |
| All | +21.6% | +55.3% | -33.7% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 3y: compounded portfolio wealth divided by compounded RMBS 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…
3y analysis · Full analysis span regression · 6 months rolling