+395.2%
COR vs IQV
+242.6%
+152.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.2% |
| 7D | -2.8% | -2.2% | -0.6% | -2.3% |
| 30D | +2.6% | +8.3% | -5.7% | +0.5% |
| 3M | +14.5% | +44.6% | -30.1% | +4.2% |
| 6M | -7.8% | +52.6% | -60.4% | -17.7% |
| YTD | -4.2% | +16.1% | -20.4% | -9.1% |
| 1Y | +7.0% | +37.3% | -30.3% | -3.3% |
| 3Y | +85.5% | +21.6% | +64.0% | +67.5% |
| 5Y | +181.2% | +0.5% | +180.7% | +164.8% |
| All | +395.2% | +242.6% | +152.6% | +167.4% |
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 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