+532.6%
IQV vs CDW
+903.1%
-370.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.0% |
| 7D | +2.3% | +3.2% | -0.9% | +0.9% |
| 30D | +13.4% | +9.3% | +4.2% | +8.4% |
| 3M | +43.3% | +9.8% | +33.5% | +35.4% |
| 6M | +50.5% | +23.3% | +27.2% | +31.6% |
| YTD | +18.8% | +13.7% | +5.1% | +7.3% |
| 1Y | +45.5% | -6.5% | +51.9% | +43.5% |
| 3Y | +19.4% | -25.2% | +44.6% | +28.8% |
| 5Y | +1.7% | -19.5% | +21.2% | +4.4% |
| 10Y | +247.9% | +285.8% | -37.9% | +103.5% |
| All | +532.6% | +903.1% | -370.5% | +234.6% |
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