+472.0%
IQV vs RNG
+305.9%
+166.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -2.6% | -4.1% | +1.5% | -1.8% |
| 30D | +6.2% | +8.6% | -2.4% | +4.4% |
| 3M | +38.0% | +78.0% | -40.0% | +22.6% |
| 6M | +43.9% | +67.0% | -23.1% | +28.4% |
| YTD | +14.0% | +142.4% | -128.4% | -6.8% |
| 1Y | +35.5% | +120.4% | -84.9% | +12.4% |
| 3Y | +20.3% | +122.1% | -101.8% | -3.9% |
| 5Y | -1.6% | -69.8% | +68.2% | +3.8% |
| 10Y | +233.4% | +223.4% | +10.0% | +127.2% |
| All | +472.0% | +305.9% | +166.1% | +269.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling