+236.7%
IQV vs ROP
+135.6%
+101.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | -2.2% | -4.6% | +2.4% | +1.2% |
| 30D | +8.3% | -1.7% | +10.0% | +9.5% |
| 3M | +44.6% | +17.1% | +27.5% | +28.8% |
| 6M | +52.6% | +10.9% | +41.7% | +40.9% |
| YTD | +16.1% | -12.1% | +28.2% | +26.2% |
| 1Y | +37.3% | -24.2% | +61.5% | +65.7% |
| 3Y | +21.6% | -20.4% | +41.9% | +41.0% |
| 5Y | +0.5% | -15.4% | +15.9% | +10.7% |
| All | +236.7% | +135.6% | +101.1% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling