+535.9%
IQV vs ROP
+263.8%
+272.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | +1.0% |
| 7D | +2.3% | -4.4% | +6.7% | +5.4% |
| 30D | +13.4% | +3.2% | +10.2% | +10.9% |
| 3M | +43.3% | +23.1% | +20.2% | +24.6% |
| 6M | +50.5% | +13.3% | +37.2% | +37.9% |
| YTD | +18.8% | -7.9% | +26.6% | +24.3% |
| 1Y | +45.5% | -22.1% | +67.5% | +69.6% |
| 3Y | +19.4% | -16.8% | +36.2% | +33.2% |
| 5Y | +1.7% | -13.5% | +15.3% | +10.0% |
| 10Y | +247.9% | +137.7% | +110.2% | +120.9% |
| All | +535.9% | +263.8% | +272.1% | +250.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling