-1.4%
IQV vs ROP
-16.2%
+14.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | +0.2% |
| 7D | -2.6% | -6.1% | +3.5% | +2.2% |
| 30D | +6.2% | -3.4% | +9.5% | +8.8% |
| 3M | +38.0% | +16.7% | +21.3% | +22.5% |
| 6M | +43.9% | +8.1% | +35.9% | +35.0% |
| YTD | +14.0% | -11.7% | +25.7% | +24.1% |
| 1Y | +35.5% | -24.2% | +59.7% | +66.1% |
| 3Y | +20.3% | -19.0% | +39.3% | +38.1% |
| All | -1.4% | -16.2% | +14.8% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling