+220.7%
CF vs IQV
+2.2%
+218.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -3.1% |
| 7D | +6.0% | +2.3% | +3.7% | +5.8% |
| 30D | +14.8% | +13.4% | +1.4% | +13.5% |
| 3M | +14.1% | +43.3% | -29.2% | +10.2% |
| 6M | +28.5% | +50.5% | -22.0% | +23.3% |
| YTD | +74.9% | +18.8% | +56.2% | +72.2% |
| 1Y | +61.7% | +45.5% | +16.2% | +54.3% |
| 3Y | +80.3% | +19.4% | +61.0% | +76.1% |
| All | +220.7% | +2.2% | +218.5% | +231.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling