-11.1%
CHRW vs IQV
+25.1%
-36.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.2% |
| 7D | +4.9% | -5.5% | +10.4% | +5.6% |
| 30D | -4.8% | -0.9% | -4.0% | -4.8% |
| 3M | -13.1% | +15.6% | -28.7% | -15.4% |
| 6M | -16.3% | +63.9% | -80.3% | -24.0% |
| YTD | -15.8% | +17.0% | -32.8% | -21.1% |
| 1Y | -11.1% | +25.0% | -36.2% | -18.6% |
| All | -11.1% | +25.1% | -36.2% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling