+70.2%
CIFR vs IQV
+52.1%
+18.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +4.6% |
| 7D | -5.0% | -2.2% | -2.8% | -3.6% |
| 30D | -5.7% | +8.3% | -14.0% | -10.5% |
| 3M | -25.5% | +44.6% | -70.1% | -45.7% |
| 6M | +19.4% | +52.6% | -33.1% | -17.5% |
| YTD | +14.2% | +16.1% | -2.0% | -3.6% |
| 1Y | +69.0% | +37.3% | +31.7% | +22.6% |
| 3Y | +503.9% | +21.6% | +482.4% | +376.3% |
| 5Y | +27.7% | +0.5% | +27.2% | +8.8% |
| All | +70.2% | +52.1% | +18.2% | +39.9% |
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