+2.4%
IQV vs CBOE
+136.7%
-134.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +4.0% | +2.1% |
| 7D | -2.2% | -5.8% | +3.6% | -1.2% |
| 30D | +8.3% | -3.1% | +11.4% | +8.7% |
| 3M | +44.6% | -4.8% | +49.3% | +45.5% |
| 6M | +52.6% | -0.6% | +53.1% | +50.8% |
| YTD | +16.1% | +12.8% | +3.3% | +11.5% |
| 1Y | +37.3% | +19.8% | +17.5% | +29.6% |
| 3Y | +21.6% | +86.9% | -65.4% | -6.5% |
| All | +2.4% | +136.7% | -134.2% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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