-4.2%
ROL vs IQV
-1.9%
-2.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -3.3% | -2.6% | -0.7% | -2.8% |
| 30D | -7.2% | +6.2% | -13.4% | -8.3% |
| 3M | -27.0% | +38.0% | -65.0% | -31.7% |
| 6M | -39.5% | +43.9% | -83.4% | -44.2% |
| YTD | -41.8% | +14.0% | -55.8% | -43.8% |
| 1Y | -38.9% | +35.5% | -74.4% | -43.5% |
| 3Y | -0.4% | +20.3% | -20.7% | -6.8% |
| 5Y | -4.2% | -1.6% | -2.6% | -3.7% |
| All | -4.2% | -1.9% | -2.3% | -3.7% |
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 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