+334.3%
CF vs IQV
+521.2%
-186.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -0.1% |
| 7D | -3.2% | +1.7% | -4.9% | -3.7% |
| 30D | +4.3% | +5.3% | -1.0% | +2.6% |
| 3M | +2.8% | +17.0% | -14.1% | -2.2% |
| 6M | +0.6% | +54.0% | -53.4% | -12.8% |
| YTD | +56.6% | +20.6% | +36.0% | +44.3% |
| 1Y | +49.6% | +28.9% | +20.7% | +34.6% |
| 3Y | +61.5% | +37.0% | +24.5% | +35.4% |
| 5Y | +124.0% | +10.0% | +114.0% | +97.8% |
| 10Y | +573.2% | +274.5% | +298.7% | +243.8% |
| All | +334.3% | +521.2% | -186.9% | +108.6% |
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