+540.5%
IQV vs CDW
+1,037.5%
-497.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | +2.4% | +9.1% | -6.7% | -1.5% |
| 30D | +4.0% | +13.7% | -9.7% | -2.3% |
| 3M | +12.2% | +27.0% | -14.9% | -0.8% |
| 6M | +54.9% | +75.9% | -21.0% | +15.9% |
| YTD | +20.3% | +28.9% | -8.6% | +1.5% |
| 1Y | +22.7% | +19.6% | +3.1% | +7.4% |
| 3Y | +38.3% | -14.6% | +53.0% | +39.0% |
| 5Y | +6.5% | -3.2% | +9.6% | -0.4% |
| 10Y | +251.5% | +321.3% | -69.8% | +94.3% |
| All | +540.5% | +1,037.5% | -497.0% | +216.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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