-37.8%
ROL vs IQV
+36.0%
-73.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | +0.1% |
| 7D | -3.2% | -5.3% | +2.1% | -3.0% |
| 30D | -6.6% | +5.5% | -12.1% | -6.8% |
| 3M | -27.3% | +41.2% | -68.5% | -28.3% |
| 6M | -38.1% | +50.5% | -88.6% | -39.2% |
| YTD | -41.8% | +14.1% | -55.9% | -42.1% |
| 1Y | -37.8% | +39.9% | -77.7% | -38.8% |
| All | -37.8% | +36.0% | -73.8% | -38.8% |
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