+58.4%
CLX vs IQV
+492.3%
-433.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.2% |
| 7D | -3.5% | +0.3% | -3.9% | -3.6% |
| 30D | -11.9% | +8.6% | -20.5% | -12.7% |
| 3M | -2.6% | +41.1% | -43.7% | -6.4% |
| 6M | -18.2% | +48.6% | -66.7% | -22.0% |
| YTD | -5.9% | +15.0% | -20.9% | -8.0% |
| 1Y | -23.8% | +38.1% | -61.9% | -27.2% |
| 3Y | -33.6% | +21.4% | -55.0% | -36.5% |
| 5Y | -35.7% | -1.0% | -34.6% | -38.0% |
| 10Y | -2.5% | +233.0% | -235.5% | -19.5% |
| All | +58.4% | +492.3% | -433.9% | +23.4% |
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