+244.8%
IQV vs CAPR
-65.7%
+310.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.9% | +4.7% | -2.1% |
| 7D | -2.5% | +5.9% | -8.4% | -2.6% |
| 30D | +1.2% | +44.6% | -43.4% | +0.4% |
| 3M | +9.8% | +126.4% | -116.6% | +7.6% |
| 6M | +53.8% | -68.6% | +122.4% | +54.7% |
| YTD | +17.6% | -67.0% | +84.6% | +18.0% |
| 1Y | +18.6% | +65.2% | -46.6% | +10.1% |
| 3Y | +36.9% | +235.6% | -198.7% | +19.7% |
| 5Y | +4.1% | +175.4% | -171.3% | -10.0% |
| All | +244.8% | -65.7% | +310.5% | +170.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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