+348.5%
ROK vs IQV
+242.6%
+105.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | -0.1% | +0.8% |
| 7D | -1.2% | -2.2% | +1.0% | -0.2% |
| 30D | -4.8% | +8.3% | -13.1% | -8.7% |
| 3M | -6.1% | +44.6% | -50.7% | -23.3% |
| 6M | +15.5% | +52.6% | -37.1% | -9.4% |
| YTD | +11.2% | +16.1% | -5.0% | -0.5% |
| 1Y | +23.8% | +37.3% | -13.4% | +0.7% |
| 3Y | +53.1% | +21.6% | +31.6% | +27.5% |
| 5Y | +48.3% | +0.5% | +47.8% | +35.1% |
| All | +348.5% | +242.6% | +105.9% | +122.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling