+164.5%
IQV vs CLBK
+66.9%
+97.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.0% |
| 7D | +0.3% | +1.1% | -0.8% | -0.1% |
| 30D | +8.6% | +7.8% | +0.8% | +5.5% |
| 3M | +41.1% | +23.9% | +17.2% | +30.1% |
| 6M | +48.6% | +42.3% | +6.2% | +29.8% |
| YTD | +15.0% | +65.4% | -50.4% | -5.3% |
| 1Y | +38.1% | +70.3% | -32.2% | +12.0% |
| 3Y | +21.4% | +54.5% | -33.1% | -0.5% |
| 5Y | -1.0% | +43.1% | -44.1% | -21.7% |
| All | +164.5% | +66.9% | +97.6% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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