+43.1%
COF vs IQV
-0.1%
+43.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.2% | -0.1% |
| 7D | -5.1% | -2.2% | -2.9% | -4.3% |
| 30D | -6.0% | +8.3% | -14.3% | -9.1% |
| 3M | +14.8% | +44.6% | -29.7% | -2.5% |
| 6M | +15.3% | +52.6% | -37.2% | -5.2% |
| YTD | -13.0% | +16.1% | -29.2% | -20.0% |
| 1Y | -5.7% | +37.3% | -43.0% | -20.3% |
| 3Y | +118.1% | +21.6% | +96.6% | +87.5% |
| All | +43.1% | -0.1% | +43.3% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling