+8.7%
CL vs IQV
+46.0%
-37.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | 0.0% | -1.5% |
| 7D | -2.2% | +2.3% | -4.5% | -2.2% |
| 30D | -4.8% | +13.4% | -18.3% | -4.9% |
| 3M | +4.9% | +43.3% | -38.4% | +5.0% |
| 6M | -5.7% | +50.5% | -56.3% | -5.7% |
| YTD | +14.4% | +18.8% | -4.4% | +11.5% |
| 1Y | +8.7% | +45.5% | -36.7% | +5.8% |
| All | +8.7% | +46.0% | -37.2% | +5.8% |
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