+21.4%
IQV vs CAPR
+42.0%
-20.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.4% | -3.2% |
| 7D | +0.3% | -9.5% | +9.8% | +0.4% |
| 30D | +8.6% | +121.5% | -112.9% | +8.0% |
| 3M | +41.1% | -65.4% | +106.5% | +41.5% |
| 6M | +48.6% | -67.5% | +116.1% | +49.0% |
| YTD | +15.0% | -68.6% | +83.6% | +15.3% |
| 1Y | +38.1% | +42.7% | -4.6% | +34.4% |
| 3Y | +21.4% | +43.4% | -22.0% | +9.1% |
| All | +21.4% | +42.0% | -20.6% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling