+471.5%
CF vs IQV
+252.5%
+219.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +10.4% | +4.1% | +6.3% | +9.1% |
| 30D | +7.6% | +4.7% | +2.9% | +5.9% |
| 3M | +5.2% | +12.6% | -7.4% | +1.2% |
| 6M | -0.1% | +58.2% | -58.3% | -13.9% |
| YTD | +61.7% | +21.8% | +39.9% | +48.8% |
| 1Y | +50.3% | +25.6% | +24.7% | +36.8% |
| 3Y | +66.0% | +40.1% | +25.9% | +38.1% |
| 5Y | +114.5% | +8.7% | +105.8% | +91.7% |
| 10Y | +471.5% | +255.9% | +215.6% | +210.3% |
| All | +471.5% | +252.5% | +219.1% | +210.3% |
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