-36.0%
ROL vs IQV
+46.0%
-82.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.5% |
| 7D | -1.4% | +2.3% | -3.7% | -1.5% |
| 30D | -4.1% | +13.4% | -17.5% | -4.6% |
| 3M | -22.5% | +43.3% | -65.8% | -23.7% |
| 6M | -37.7% | +50.5% | -88.2% | -38.7% |
| YTD | -39.6% | +18.8% | -58.4% | -40.0% |
| 1Y | -36.0% | +45.5% | -81.5% | -37.3% |
| All | -36.0% | +46.0% | -82.0% | -37.3% |
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