+60.3%
IQV vs ROIV
+298.6%
-238.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.4% |
| 7D | +4.1% | +9.5% | -5.4% | +2.9% |
| 30D | +4.7% | +21.0% | -16.3% | +2.3% |
| 3M | +12.6% | +18.7% | -6.1% | +9.8% |
| 6M | +58.2% | +44.5% | +13.7% | +49.9% |
| YTD | +21.8% | +92.9% | -71.1% | +11.2% |
| 1Y | +25.6% | +100.2% | -74.6% | +14.1% |
| 3Y | +40.1% | +375.0% | -334.9% | +15.1% |
| 5Y | +8.7% | +435.2% | -426.5% | -18.3% |
| All | +60.3% | +298.6% | -238.3% | +25.4% |
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