-38.3%
CLF vs IQV
+511.9%
-550.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.6% |
| 7D | +7.6% | +2.3% | +5.3% | +6.2% |
| 30D | -1.2% | +13.4% | -14.6% | -8.2% |
| 3M | -13.4% | +43.3% | -56.7% | -31.0% |
| 6M | +15.4% | +50.5% | -35.1% | -11.9% |
| YTD | -5.9% | +18.8% | -24.7% | -19.1% |
| 1Y | +18.8% | +45.5% | -26.6% | -10.6% |
| 3Y | -19.4% | +19.4% | -38.8% | -34.3% |
| 5Y | -47.7% | +1.7% | -49.4% | -53.8% |
| 10Y | +130.4% | +247.9% | -117.6% | +6.1% |
| All | -38.3% | +511.9% | -550.2% | -73.8% |
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 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