+327.1%
CFG vs IQV
+384.4%
-57.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -0.2% |
| 7D | +1.6% | +2.4% | -0.7% | +0.4% |
| 30D | +3.3% | +4.0% | -0.7% | +1.1% |
| 3M | -11.5% | +12.2% | -23.7% | -17.0% |
| 6M | +6.2% | +54.9% | -48.6% | -17.0% |
| YTD | +14.3% | +20.3% | -6.0% | -0.4% |
| 1Y | +26.7% | +22.7% | +4.0% | +9.2% |
| 3Y | +187.8% | +38.3% | +149.4% | +119.8% |
| 5Y | +61.3% | +6.5% | +54.8% | +39.5% |
| 10Y | +217.2% | +251.5% | -34.3% | +38.5% |
| All | +327.1% | +384.4% | -57.3% | +67.1% |
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