+45.5%
IQV vs CRL
+78.8%
-33.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -0.3% |
| 7D | +2.3% | -1.0% | +3.3% | +3.0% |
| 30D | +13.4% | +10.7% | +2.8% | +6.0% |
| 3M | +43.3% | +55.3% | -12.0% | +6.7% |
| 6M | +50.5% | +60.7% | -10.1% | +9.4% |
| YTD | +18.8% | +44.6% | -25.8% | -6.2% |
| 1Y | +45.5% | +77.7% | -32.3% | +0.1% |
| All | +45.5% | +78.8% | -33.4% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling