+2.4%
IQV vs CG
-2.7%
+5.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.4% |
| 7D | -2.2% | -9.9% | +7.6% | +1.8% |
| 30D | +8.3% | -11.7% | +20.0% | +13.5% |
| 3M | +44.6% | -4.3% | +48.9% | +45.6% |
| 6M | +52.6% | -8.8% | +61.3% | +56.5% |
| YTD | +16.1% | -26.9% | +43.0% | +30.2% |
| 1Y | +37.3% | -35.4% | +72.7% | +60.9% |
| 3Y | +21.6% | +43.0% | -21.5% | -4.3% |
| All | +2.4% | -2.7% | +5.1% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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