+535.9%
IQV vs CAPR
-79.1%
+615.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.4% |
| 7D | +2.3% | -2.0% | +4.3% | +2.3% |
| 30D | +13.4% | +139.2% | -125.7% | +11.4% |
| 3M | +43.3% | -66.4% | +109.7% | +44.2% |
| 6M | +50.5% | -63.1% | +113.7% | +51.1% |
| YTD | +18.8% | -67.4% | +86.2% | +19.4% |
| 1Y | +45.5% | +58.2% | -12.8% | +36.1% |
| 3Y | +19.4% | +42.2% | -22.8% | +8.5% |
| 5Y | +1.7% | +87.3% | -85.5% | -9.3% |
| 10Y | +247.9% | -75.3% | +323.2% | +189.7% |
| All | +535.9% | -79.1% | +615.0% | +425.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling