+515.6%
IQV vs RVTY
+314.8%
+200.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -1.7% |
| 7D | +0.3% | +0.4% | -0.1% | +0.1% |
| 30D | +8.6% | +10.8% | -2.2% | +1.7% |
| 3M | +41.1% | +26.8% | +14.3% | +21.3% |
| 6M | +48.6% | +39.3% | +9.2% | +20.0% |
| YTD | +15.0% | +31.6% | -16.6% | -3.8% |
| 1Y | +38.1% | +47.7% | -9.6% | +7.2% |
| 3Y | +21.4% | +19.9% | +1.5% | +3.9% |
| 5Y | -1.0% | -32.3% | +31.3% | +17.7% |
| 10Y | +233.0% | +138.4% | +94.5% | +83.2% |
| All | +515.6% | +314.8% | +200.8% | +184.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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