-71.1%
CIFR vs IQV
+25.1%
-96.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +0.5% | -20.4% | -20.0% |
| 7D | -26.7% | -5.5% | -21.3% | -26.0% |
| 30D | -58.0% | -0.9% | -57.1% | -57.9% |
| 3M | -68.1% | +15.6% | -83.7% | -68.5% |
| 6M | -63.7% | +63.9% | -127.6% | -70.1% |
| YTD | -56.0% | +17.0% | -73.0% | -60.9% |
| 1Y | -71.1% | +25.0% | -96.2% | -74.1% |
| All | -71.1% | +25.1% | -96.2% | -74.1% |
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