+412.6%
CSX vs IQV
+259.6%
+153.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +1.8% |
| 7D | -2.2% | +7.9% | -10.1% | -4.9% |
| 30D | +6.8% | +7.3% | -0.5% | +3.9% |
| 3M | +0.7% | +16.8% | -16.1% | -5.2% |
| 6M | +13.3% | +56.0% | -42.8% | -5.7% |
| YTD | +40.5% | +23.7% | +16.8% | +25.8% |
| 1Y | +44.7% | +32.5% | +12.2% | +25.6% |
| 3Y | +74.5% | +45.3% | +29.2% | +38.3% |
| 5Y | +52.0% | +10.7% | +41.3% | +33.1% |
| 10Y | +412.6% | +259.0% | +153.7% | +174.0% |
| All | +412.6% | +259.6% | +153.0% | +174.0% |
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 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