+682.0%
ROST vs IQV
+487.2%
+194.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | -2.2% | -2.6% | +0.4% | -1.3% |
| 30D | -11.4% | +6.2% | -17.6% | -13.6% |
| 3M | -1.6% | +38.0% | -39.6% | -14.1% |
| 6M | +6.8% | +43.9% | -37.1% | -9.2% |
| YTD | +25.8% | +14.0% | +11.8% | +16.2% |
| 1Y | +52.4% | +35.5% | +16.9% | +30.2% |
| 3Y | +94.4% | +20.3% | +74.0% | +66.2% |
| 5Y | +108.2% | -1.6% | +109.9% | +91.3% |
| 10Y | +308.5% | +233.4% | +75.1% | +124.4% |
| All | +682.0% | +487.2% | +194.7% | +277.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling