+551.9%
IQV vs CP
+303.5%
+248.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +4.1% | -0.7% | +4.7% | +4.4% |
| 30D | +4.7% | +9.6% | -4.9% | +0.4% |
| 3M | +12.6% | +2.2% | +10.4% | +11.2% |
| 6M | +58.2% | +11.1% | +47.1% | +50.4% |
| YTD | +21.8% | +28.2% | -6.4% | +7.6% |
| 1Y | +25.6% | +32.2% | -6.5% | +9.4% |
| 3Y | +40.1% | +35.5% | +4.6% | +19.2% |
| 5Y | +8.7% | +26.8% | -18.1% | -5.8% |
| 10Y | +255.9% | +256.9% | -1.0% | +111.6% |
| All | +551.9% | +303.5% | +248.4% | +290.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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