+471.5%
CF vs IQV
+242.6%
+228.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.8% |
| 7D | +4.8% | -2.5% | +7.2% | +5.5% |
| 30D | +4.7% | +1.2% | +3.5% | +4.1% |
| 3M | +7.4% | +9.8% | -2.4% | +4.1% |
| 6M | +0.6% | +53.8% | -53.2% | -12.6% |
| YTD | +64.1% | +17.6% | +46.5% | +52.6% |
| 1Y | +51.4% | +18.6% | +32.8% | +40.2% |
| 3Y | +67.8% | +36.9% | +30.9% | +40.3% |
| 5Y | +114.1% | +4.1% | +110.0% | +94.1% |
| All | +471.5% | +242.6% | +228.9% | +213.3% |
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