+474.3%
CCJ vs IQV
+492.3%
-18.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +2.2% |
| 7D | +5.9% | +0.3% | +5.6% | +5.8% |
| 30D | +4.7% | +8.6% | -3.9% | +2.0% |
| 3M | -3.3% | +41.1% | -44.4% | -14.3% |
| 6M | -7.0% | +48.6% | -55.6% | -19.7% |
| YTD | +11.5% | +15.0% | -3.5% | +4.1% |
| 1Y | +32.3% | +38.1% | -5.8% | +15.3% |
| 3Y | +176.8% | +21.4% | +155.4% | +142.9% |
| 5Y | +351.8% | -1.0% | +352.8% | +321.2% |
| 10Y | +1,080.5% | +233.0% | +847.6% | +621.1% |
| All | +474.3% | +492.3% | -18.0% | +217.5% |
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