+28.6%
ROK vs IQV
+46.0%
-17.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.6% |
| 7D | +0.7% | +2.3% | -1.6% | +0.2% |
| 30D | -3.3% | +13.4% | -16.7% | -5.9% |
| 3M | -5.9% | +43.3% | -49.1% | -13.6% |
| 6M | +13.9% | +50.5% | -36.7% | +2.2% |
| YTD | +12.6% | +18.8% | -6.2% | +6.9% |
| 1Y | +28.6% | +45.5% | -16.9% | +15.9% |
| All | +28.6% | +46.0% | -17.4% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 1y: compounded portfolio wealth divided by compounded IQV 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…
1y analysis · Full analysis span regression · 6 months rolling