+529.6%
IQV vs RRC
-24.7%
+554.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | -2.5% | +6.4% | -8.9% | -3.1% |
| 30D | +1.2% | +23.9% | -22.7% | -1.2% |
| 3M | +9.8% | +30.2% | -20.4% | +6.6% |
| 6M | +53.8% | +26.3% | +27.5% | +49.7% |
| YTD | +17.6% | +48.1% | -30.5% | +12.4% |
| 1Y | +18.6% | +37.7% | -19.1% | +14.0% |
| 3Y | +36.9% | +60.3% | -23.4% | +28.7% |
| 5Y | +4.1% | +135.3% | -131.2% | -7.0% |
| 10Y | +243.7% | +73.3% | +170.4% | +167.9% |
| All | +529.6% | -24.7% | +554.3% | +418.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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