+82.2%
CHRW vs IQV
+36.2%
+46.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.4% |
| 7D | +7.3% | -2.5% | +9.8% | +7.7% |
| 30D | -3.6% | +1.2% | -4.8% | -3.9% |
| 3M | -9.6% | +9.8% | -19.4% | -11.3% |
| 6M | -17.0% | +53.8% | -70.8% | -23.6% |
| YTD | -15.4% | +17.6% | -33.0% | -19.0% |
| 1Y | -10.0% | +18.6% | -28.6% | -13.9% |
| 3Y | +82.2% | +36.9% | +45.3% | +52.0% |
| All | +82.2% | +36.2% | +46.0% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling