+551.9%
IQV vs CAPR
-75.1%
+627.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +26.5% | -26.7% | -0.7% |
| 7D | +4.1% | +25.8% | -21.7% | +3.6% |
| 30D | +4.7% | +50.2% | -45.5% | +3.9% |
| 3M | +12.6% | +185.5% | -172.9% | +10.1% |
| 6M | +58.2% | -64.8% | +123.0% | +58.8% |
| YTD | +21.8% | -61.1% | +82.9% | +21.8% |
| 1Y | +25.6% | +81.0% | -55.3% | +17.3% |
| 3Y | +40.1% | +300.7% | -260.6% | +24.3% |
| 5Y | +8.7% | +223.3% | -214.7% | -4.3% |
| 10Y | +255.9% | -58.8% | +314.7% | +194.2% |
| All | +551.9% | -75.1% | +627.0% | +436.4% |
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 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