+62.8%
IQV vs ROIV
+287.3%
-224.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.6% | -2.0% | +2.0% |
| 7D | +7.9% | +13.3% | -5.4% | +6.2% |
| 30D | +7.3% | +14.8% | -7.5% | +5.5% |
| 3M | +16.8% | +11.9% | +4.9% | +14.7% |
| 6M | +56.0% | +42.4% | +13.6% | +48.1% |
| YTD | +23.7% | +87.4% | -63.7% | +13.3% |
| 1Y | +32.5% | +97.2% | -64.7% | +20.5% |
| 3Y | +45.3% | +375.7% | -330.4% | +19.5% |
| 5Y | +10.7% | +379.0% | -368.3% | -16.4% |
| All | +62.8% | +287.3% | -224.5% | +27.8% |
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