+130.1%
CVE vs IQV
+259.6%
-129.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.6% |
| 7D | -10.1% | +7.9% | -18.0% | -13.0% |
| 30D | -12.1% | +7.3% | -19.4% | -14.9% |
| 3M | -1.9% | +16.8% | -18.7% | -8.7% |
| 6M | -1.8% | +56.0% | -57.9% | -21.4% |
| YTD | +65.8% | +23.7% | +42.1% | +44.5% |
| 1Y | +60.8% | +32.5% | +28.4% | +35.0% |
| 3Y | +70.1% | +45.3% | +24.8% | +25.8% |
| 5Y | +134.8% | +10.7% | +124.0% | +94.7% |
| 10Y | +130.1% | +259.0% | -128.9% | +19.6% |
| All | +130.1% | +259.6% | -129.5% | +19.6% |
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