+56.3%
IQV vs ROIV
+232.7%
-176.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.6% |
| 7D | +2.3% | +0.6% | +1.7% | +2.2% |
| 30D | +13.4% | +1.0% | +12.5% | +13.2% |
| 3M | +43.3% | +18.3% | +25.0% | +39.9% |
| 6M | +50.5% | +18.3% | +32.2% | +46.7% |
| YTD | +18.8% | +61.0% | -42.2% | +11.3% |
| 1Y | +45.5% | +177.9% | -132.4% | +27.4% |
| 3Y | +19.4% | +199.1% | -179.7% | +2.5% |
| 5Y | +1.7% | +250.7% | -249.0% | -19.4% |
| All | +56.3% | +232.7% | -176.3% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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