+236.7%
IQV vs CAPR
-78.4%
+315.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.7% |
| 7D | -2.2% | -11.0% | +8.7% | -2.0% |
| 30D | +8.3% | +99.8% | -91.5% | +6.6% |
| 3M | +44.6% | -66.6% | +111.1% | +45.6% |
| 6M | +52.6% | -75.1% | +127.6% | +54.4% |
| YTD | +16.1% | -71.0% | +87.1% | +17.0% |
| 1Y | +37.3% | +30.0% | +7.3% | +28.1% |
| 3Y | +21.6% | +29.0% | -7.4% | +9.1% |
| 5Y | +0.5% | +70.8% | -70.3% | -12.0% |
| All | +236.7% | -78.4% | +315.2% | +179.1% |
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