+25.0%
IQV vs RNG
+179.4%
-154.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -5.5% | -9.6% | +4.1% | -3.9% |
| 30D | -0.9% | -1.4% | +0.5% | -0.7% |
| 3M | +15.6% | +28.8% | -13.2% | +10.8% |
| 6M | +63.9% | +65.6% | -1.7% | +50.0% |
| YTD | +17.0% | +171.4% | -154.4% | -0.6% |
| 1Y | +25.0% | +185.3% | -160.3% | +3.5% |
| All | +25.0% | +179.4% | -154.4% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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