-0.4%
ROL vs IQV
+19.8%
-20.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -3.3% | -2.6% | -0.7% | -3.0% |
| 30D | -7.2% | +6.2% | -13.4% | -7.9% |
| 3M | -27.0% | +38.0% | -65.0% | -29.8% |
| 6M | -39.5% | +43.9% | -83.4% | -42.3% |
| YTD | -41.8% | +14.0% | -55.8% | -42.8% |
| 1Y | -38.9% | +35.5% | -74.4% | -41.7% |
| All | -0.4% | +19.8% | -20.3% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling