-35.5%
CLF vs IQV
+519.5%
-555.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.2% |
| 7D | +16.0% | +2.4% | +13.6% | +14.5% |
| 30D | +1.6% | +4.0% | -2.4% | -1.0% |
| 3M | +6.7% | +12.2% | -5.5% | -0.8% |
| 6M | +21.1% | +54.9% | -33.7% | -8.9% |
| YTD | -1.6% | +20.3% | -21.9% | -16.4% |
| 1Y | +18.5% | +22.7% | -4.2% | -0.7% |
| 3Y | -21.0% | +38.3% | -59.4% | -41.7% |
| 5Y | -41.4% | +6.5% | -47.8% | -49.8% |
| 10Y | +86.5% | +251.5% | -165.0% | -15.2% |
| All | -35.5% | +519.5% | -555.1% | -72.9% |
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