-47.0%
CLF vs IQV
-1.9%
-45.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -0.2% |
| 7D | +6.5% | +0.3% | +6.2% | +6.3% |
| 30D | +0.2% | +8.6% | -8.3% | -3.6% |
| 3M | -3.1% | +41.1% | -44.2% | -19.1% |
| 6M | +25.0% | +48.6% | -23.5% | +0.6% |
| YTD | -7.5% | +15.0% | -22.4% | -16.4% |
| 1Y | +11.5% | +38.1% | -26.6% | -9.8% |
| 3Y | -13.7% | +21.4% | -35.1% | -28.6% |
| 5Y | -47.0% | -1.0% | -45.9% | -53.1% |
| All | -47.0% | -1.9% | -45.1% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling