-4.4%
CLX vs IQV
+242.6%
-247.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.9% | -1.3% |
| 7D | -5.7% | -2.2% | -3.5% | -5.5% |
| 30D | -17.0% | +8.3% | -25.3% | -17.8% |
| 3M | -9.7% | +44.6% | -54.3% | -13.3% |
| 6M | -19.8% | +52.6% | -72.4% | -23.7% |
| YTD | -9.8% | +16.1% | -26.0% | -11.9% |
| 1Y | -26.2% | +37.3% | -63.4% | -29.3% |
| 3Y | -36.2% | +21.6% | -57.8% | -39.0% |
| 5Y | -38.3% | +0.5% | -38.8% | -40.8% |
| All | -4.4% | +242.6% | -247.0% | -18.5% |
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