+174.6%
CVE vs IQV
+242.6%
-68.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.4% |
| 7D | +2.3% | -2.2% | +4.5% | +3.2% |
| 30D | +9.7% | +8.3% | +1.4% | +5.8% |
| 3M | +16.9% | +44.6% | -27.7% | -2.4% |
| 6M | +41.4% | +52.6% | -11.2% | +13.2% |
| YTD | +98.0% | +16.1% | +81.9% | +78.0% |
| 1Y | +98.2% | +37.3% | +61.0% | +62.2% |
| 3Y | +77.9% | +21.6% | +56.4% | +44.9% |
| 5Y | +341.6% | +0.5% | +341.1% | +285.8% |
| All | +174.6% | +242.6% | -68.0% | +42.4% |
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