+27.7%
IQV vs CRBG
+117.3%
-89.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.2% |
| 7D | -2.2% | +0.6% | -2.8% | -2.4% |
| 30D | +8.3% | +2.6% | +5.7% | +7.2% |
| 3M | +44.6% | +24.0% | +20.6% | +33.1% |
| 6M | +52.6% | +50.5% | +2.1% | +29.9% |
| YTD | +16.1% | +17.1% | -1.0% | +8.5% |
| 1Y | +37.3% | +5.9% | +31.4% | +32.5% |
| 3Y | +21.6% | +122.7% | -101.2% | -14.7% |
| All | +27.7% | +117.3% | -89.6% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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