+21.6%
IQV vs RNG
+119.8%
-98.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -2.2% | -6.1% | +3.9% | -1.0% |
| 30D | +8.3% | +9.6% | -1.3% | +6.3% |
| 3M | +44.6% | +83.3% | -38.8% | +27.9% |
| 6M | +52.6% | +77.9% | -25.4% | +34.7% |
| YTD | +16.1% | +139.9% | -123.8% | -4.7% |
| 1Y | +37.3% | +121.7% | -84.4% | +13.9% |
| 3Y | +21.6% | +121.9% | -100.3% | -6.1% |
| All | +21.6% | +119.8% | -98.2% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling