+87.0%
CIFR vs IQV
+50.6%
+36.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.2% | +7.5% | +6.4% |
| 7D | +26.7% | +0.3% | +26.4% | +26.5% |
| 30D | +7.7% | +8.6% | -0.9% | +1.9% |
| 3M | -23.8% | +41.1% | -64.9% | -43.5% |
| 6M | +35.9% | +48.6% | -12.6% | -4.3% |
| YTD | +25.4% | +15.0% | +10.4% | +6.5% |
| 1Y | +139.8% | +38.1% | +101.7% | +71.9% |
| 3Y | +515.0% | +21.4% | +493.6% | +384.2% |
| 5Y | +52.1% | -1.0% | +53.1% | +30.4% |
| All | +87.0% | +50.6% | +36.4% | +54.6% |
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