+3,154.0%
CLS vs IQV
+242.6%
+2,911.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.7% | +4.8% | +5.8% |
| 7D | +10.9% | -2.2% | +13.2% | +12.0% |
| 30D | +2.1% | +8.3% | -6.2% | -1.6% |
| 3M | -10.2% | +44.6% | -54.8% | -25.1% |
| 6M | +30.4% | +52.6% | -22.2% | +4.6% |
| YTD | +17.2% | +16.1% | +1.1% | +5.8% |
| 1Y | +41.0% | +37.3% | +3.7% | +16.3% |
| 3Y | +1,338.0% | +21.6% | +1,316.4% | +1,101.2% |
| 5Y | +3,860.6% | +0.5% | +3,860.1% | +3,481.8% |
| All | +3,154.0% | +242.6% | +2,911.4% | +1,722.5% |
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