+515.6%
IQV vs CG
+192.0%
+323.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.4% |
| 7D | +0.3% | -1.3% | +1.6% | +0.8% |
| 30D | +8.6% | -3.2% | +11.8% | +9.7% |
| 3M | +41.1% | +6.2% | +34.9% | +36.8% |
| 6M | +48.6% | -4.7% | +53.2% | +49.8% |
| YTD | +15.0% | -20.6% | +35.6% | +24.1% |
| 1Y | +38.1% | -26.4% | +64.5% | +52.4% |
| 3Y | +21.4% | +55.4% | -34.0% | -3.4% |
| 5Y | -1.0% | +9.8% | -10.9% | -13.8% |
| 10Y | +233.0% | +341.4% | -108.4% | +85.9% |
| All | +515.6% | +192.0% | +323.5% | +278.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling