+245.6%
CRH vs IQV
+242.6%
+3.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.2% |
| 7D | -6.1% | -2.2% | -3.8% | -5.1% |
| 30D | -9.3% | +8.3% | -17.6% | -12.5% |
| 3M | -15.2% | +44.6% | -59.8% | -29.0% |
| 6M | -14.2% | +52.6% | -66.8% | -30.7% |
| YTD | -28.3% | +16.1% | -44.4% | -34.9% |
| 1Y | -21.8% | +37.3% | -59.1% | -34.9% |
| 3Y | +71.6% | +21.6% | +50.1% | +45.4% |
| 5Y | +96.6% | +0.5% | +96.1% | +79.8% |
| All | +245.6% | +242.6% | +3.0% | +81.9% |
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