+47.5%
ROK vs IQV
-0.1%
+47.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | -0.1% | +0.9% |
| 7D | -1.2% | -2.2% | +1.0% | -0.3% |
| 30D | -4.8% | +8.3% | -13.1% | -8.0% |
| 3M | -6.1% | +44.6% | -50.7% | -20.8% |
| 6M | +15.5% | +52.6% | -37.1% | -5.9% |
| YTD | +11.2% | +16.1% | -5.0% | +1.8% |
| 1Y | +23.8% | +37.3% | -13.4% | +4.1% |
| 3Y | +53.1% | +21.6% | +31.6% | +32.3% |
| All | +47.5% | -0.1% | +47.6% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling