+127.6%
CLF vs IQV
+233.5%
-105.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.1% |
| 7D | -2.7% | -2.6% | -0.1% | -1.2% |
| 30D | -3.2% | +6.2% | -9.4% | -6.9% |
| 3M | -5.0% | +38.0% | -42.9% | -24.0% |
| 6M | +26.6% | +43.9% | -17.3% | -2.8% |
| YTD | -9.0% | +14.0% | -23.0% | -20.7% |
| 1Y | +11.8% | +35.5% | -23.7% | -14.3% |
| 3Y | -15.1% | +20.3% | -35.4% | -33.1% |
| 5Y | -48.2% | -1.6% | -46.6% | -53.9% |
| 10Y | +127.6% | +233.4% | -105.9% | -18.8% |
| All | +127.6% | +233.5% | -105.9% | -18.8% |
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 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