+244.8%
IQV vs CPB
-38.9%
+283.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.2% | -5.4% | -2.7% |
| 7D | -2.5% | -1.6% | -0.9% | -2.2% |
| 30D | +1.2% | +19.2% | -18.0% | -2.0% |
| 3M | +9.8% | -0.9% | +10.7% | +9.6% |
| 6M | +53.8% | +15.2% | +38.6% | +49.7% |
| YTD | +17.6% | -13.1% | +30.7% | +19.3% |
| 1Y | +18.6% | -22.4% | +41.0% | +22.4% |
| 3Y | +36.9% | -35.3% | +72.2% | +44.1% |
| 5Y | +4.1% | -33.0% | +37.1% | +8.5% |
| All | +244.8% | -38.9% | +283.7% | +249.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling