+484.0%
CRM vs IQV
+498.2%
-14.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.0% |
| 7D | -4.4% | -2.2% | -2.2% | -3.3% |
| 30D | +28.1% | +8.3% | +19.8% | +23.0% |
| 3M | +48.8% | +44.6% | +4.2% | +22.2% |
| 6M | +28.3% | +52.6% | -24.3% | +1.5% |
| YTD | -6.0% | +16.1% | -22.1% | -14.9% |
| 1Y | +1.4% | +37.3% | -35.8% | -16.5% |
| 3Y | +11.8% | +21.6% | -9.7% | -6.8% |
| 5Y | -2.0% | +0.5% | -2.5% | -10.2% |
| 10Y | +239.6% | +239.7% | 0.0% | +51.3% |
| All | +484.0% | +498.2% | -14.2% | +87.9% |
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 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