+119.8%
CL vs IQV
+521.2%
-401.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.6% |
| 7D | +1.3% | +1.7% | -0.4% | +1.0% |
| 30D | +11.4% | +5.3% | +6.0% | +10.3% |
| 3M | +4.4% | +17.0% | -12.5% | +1.7% |
| 6M | +10.8% | +54.0% | -43.3% | +2.8% |
| YTD | +25.1% | +20.6% | +4.5% | +20.0% |
| 1Y | +28.0% | +28.9% | -1.0% | +21.2% |
| 3Y | +37.6% | +37.0% | +0.6% | +25.8% |
| 5Y | +39.7% | +10.0% | +29.7% | +31.4% |
| 10Y | +75.8% | +274.5% | -198.7% | +23.3% |
| All | +119.8% | +521.2% | -401.4% | +36.2% |
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