+280.0%
RTX vs IQV
+236.7%
+43.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -2.0% | -5.3% | +3.3% | -0.2% |
| 30D | -11.2% | +5.5% | -16.7% | -13.0% |
| 3M | +12.0% | +41.2% | -29.2% | -1.5% |
| 6M | -3.6% | +50.5% | -54.1% | -17.8% |
| YTD | +9.2% | +14.1% | -4.9% | +1.7% |
| 1Y | +29.7% | +39.9% | -10.2% | +11.2% |
| 3Y | +152.0% | +20.5% | +131.5% | +117.6% |
| 5Y | +165.8% | -1.2% | +167.0% | +143.4% |
| All | +280.0% | +236.7% | +43.3% | +97.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling