-1.6%
IQV vs CAPR
+76.3%
-78.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.8% | -0.8% |
| 7D | -2.6% | -12.6% | +10.0% | -2.5% |
| 30D | +6.2% | +124.4% | -118.2% | +5.1% |
| 3M | +38.0% | -66.8% | +104.8% | +38.7% |
| 6M | +43.9% | -71.8% | +115.7% | +44.8% |
| YTD | +14.0% | -70.1% | +84.1% | +14.6% |
| 1Y | +35.5% | +33.3% | +2.2% | +29.6% |
| 3Y | +20.3% | +36.7% | -16.4% | +5.5% |
| 5Y | -1.6% | +72.5% | -74.1% | -16.6% |
| All | -1.6% | +76.3% | -78.0% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling