+177.7%
CHRW vs IQV
+236.7%
-59.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +4.4% | -5.3% | +9.6% | +5.7% |
| 30D | +5.5% | +5.5% | 0.0% | +4.0% |
| 3M | -17.3% | +41.2% | -58.5% | -24.4% |
| 6M | -12.7% | +50.5% | -63.2% | -21.9% |
| YTD | -4.1% | +14.1% | -18.3% | -8.6% |
| 1Y | +21.2% | +39.9% | -18.7% | +9.4% |
| 3Y | +88.9% | +20.5% | +68.4% | +72.3% |
| 5Y | +93.1% | -1.2% | +94.3% | +82.3% |
| All | +177.7% | +236.7% | -59.1% | +92.5% |
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