-5.1%
COF vs IQV
+25.1%
-30.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | +0.7% | -5.5% | +6.2% | +1.8% |
| 30D | +5.7% | -0.9% | +6.6% | +5.8% |
| 3M | -6.7% | +15.6% | -22.3% | -9.6% |
| 6M | +9.5% | +63.9% | -54.4% | -2.8% |
| YTD | -13.9% | +17.0% | -30.9% | -16.5% |
| 1Y | -5.1% | +25.0% | -30.1% | -12.1% |
| All | -5.1% | +25.1% | -30.2% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling