+306.8%
CFG vs IQV
+233.5%
+73.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | -0.6% | -2.6% | +2.0% | +0.7% |
| 30D | -4.5% | +6.2% | -10.7% | -7.6% |
| 3M | +6.3% | +38.0% | -31.7% | -11.1% |
| 6M | +20.6% | +43.9% | -23.3% | -2.9% |
| YTD | +21.2% | +14.0% | +7.2% | +8.9% |
| 1Y | +38.2% | +35.5% | +2.7% | +11.6% |
| 3Y | +185.9% | +20.3% | +165.6% | +136.2% |
| 5Y | +97.0% | -1.6% | +98.6% | +77.7% |
| 10Y | +306.8% | +233.4% | +73.4% | +92.4% |
| All | +306.8% | +233.5% | +73.3% | +92.4% |
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