+93.0%
CHRW vs IQV
-1.9%
+95.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | +4.1% | -2.6% | +6.7% | +4.6% |
| 30D | +1.9% | +6.2% | -4.3% | +0.5% |
| 3M | -21.2% | +38.0% | -59.1% | -26.7% |
| 6M | -16.7% | +43.9% | -60.6% | -23.6% |
| YTD | -5.4% | +14.0% | -19.4% | -9.2% |
| 1Y | +21.2% | +35.5% | -14.3% | +11.5% |
| 3Y | +86.5% | +20.3% | +66.1% | +71.5% |
| 5Y | +93.0% | -1.6% | +94.7% | +77.5% |
| All | +93.0% | -1.9% | +95.0% | +77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling