+58.2%
IQV vs CAPR
-63.0%
+121.2%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +26.5% | -26.7% | +0.3% |
| 7D | +4.1% | +25.8% | -21.7% | +4.6% |
| 30D | +4.7% | +50.2% | -45.5% | +5.9% |
| 3M | +12.6% | +185.5% | -172.9% | +16.8% |
| 6M | +58.2% | -64.8% | +123.0% | +53.4% |
| All | +58.2% | -63.0% | +121.2% | +53.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling