-1.6%
IQV vs COO
-44.2%
+42.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.2% | +5.4% | +2.5% |
| 7D | -2.6% | -9.0% | +6.4% | +2.4% |
| 30D | +6.2% | -16.8% | +23.0% | +17.3% |
| 3M | +38.0% | -7.5% | +45.5% | +43.8% |
| 6M | +43.9% | -16.3% | +60.2% | +58.0% |
| YTD | +14.0% | -22.5% | +36.6% | +30.6% |
| 1Y | +35.5% | -7.0% | +42.5% | +39.8% |
| 3Y | +20.3% | -27.5% | +47.8% | +35.8% |
| 5Y | -1.6% | -43.3% | +41.7% | +26.6% |
| All | -1.6% | -44.2% | +42.5% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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