+208.5%
CFG vs IQV
+242.6%
-34.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.7% |
| 7D | +3.2% | -2.5% | +5.7% | +4.5% |
| 30D | +5.1% | +1.2% | +3.9% | +4.2% |
| 3M | -11.2% | +9.8% | -21.0% | -15.9% |
| 6M | +9.6% | +53.8% | -44.2% | -14.4% |
| YTD | +15.0% | +17.6% | -2.7% | +1.2% |
| 1Y | +29.9% | +18.6% | +11.3% | +13.8% |
| 3Y | +192.1% | +36.9% | +155.2% | +122.7% |
| 5Y | +62.3% | +4.1% | +58.2% | +41.8% |
| All | +208.5% | +242.6% | -34.1% | +49.0% |
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 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