+65.7%
CFG vs IQV
+9.9%
+55.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | +0.7% | +4.8% | -4.1% | -1.0% |
| 30D | +2.8% | +5.9% | -3.1% | +0.5% |
| 3M | -10.1% | +13.7% | -23.8% | -14.6% |
| 6M | +3.2% | +54.0% | -50.8% | -13.7% |
| YTD | +14.2% | +22.1% | -7.9% | +3.6% |
| 1Y | +27.4% | +29.1% | -1.7% | +12.6% |
| 3Y | +187.6% | +40.4% | +147.2% | +134.3% |
| 5Y | +65.7% | +9.1% | +56.6% | +38.2% |
| All | +65.7% | +9.9% | +55.8% | +38.2% |
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