+360.0%
CI vs IQV
+511.9%
-151.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.8% |
| 7D | +1.3% | +2.3% | -1.0% | +0.5% |
| 30D | +4.4% | +13.4% | -9.0% | -0.1% |
| 3M | +0.7% | +43.3% | -42.6% | -11.6% |
| 6M | +0.3% | +50.5% | -50.2% | -14.2% |
| YTD | +3.8% | +18.8% | -15.0% | -4.5% |
| 1Y | -5.5% | +45.5% | -51.0% | -19.8% |
| 3Y | +8.1% | +19.4% | -11.3% | -5.4% |
| 5Y | +42.8% | +1.7% | +41.1% | +29.8% |
| 10Y | +143.9% | +247.9% | -104.0% | +22.4% |
| All | +360.0% | +511.9% | -151.9% | +98.6% |
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 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