+362.4%
CFG vs IQV
+378.4%
-16.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.6% |
| 7D | +1.5% | +2.3% | -0.8% | +0.4% |
| 30D | -3.8% | +13.4% | -17.3% | -9.9% |
| 3M | +11.5% | +43.3% | -31.8% | -8.4% |
| 6M | +19.2% | +50.5% | -31.3% | -6.0% |
| YTD | +23.7% | +18.8% | +4.9% | +8.9% |
| 1Y | +38.8% | +45.5% | -6.6% | +8.3% |
| 3Y | +178.9% | +19.4% | +159.5% | +133.2% |
| 5Y | +101.8% | +1.7% | +100.1% | +79.2% |
| 10Y | +317.3% | +247.9% | +69.3% | +83.7% |
| All | +362.4% | +378.4% | -16.0% | +82.8% |
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