-52.0%
ROKU vs IQV
-0.1%
-51.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.6% |
| 7D | -0.4% | -2.2% | +1.8% | +1.0% |
| 30D | +2.1% | +8.3% | -6.2% | -3.4% |
| 3M | +29.5% | +44.6% | -15.1% | -1.1% |
| 6M | +53.8% | +52.6% | +1.2% | +11.0% |
| YTD | +42.8% | +16.1% | +26.7% | +24.1% |
| 1Y | +60.7% | +37.3% | +23.5% | +21.2% |
| 3Y | +83.9% | +21.6% | +62.3% | +44.1% |
| All | -52.0% | -0.1% | -51.9% | -58.5% |
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