+37.3%
IQV vs CRL
+80.5%
-43.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +0.5% |
| 7D | -2.2% | -3.5% | +1.3% | +0.1% |
| 30D | +8.3% | -2.1% | +10.4% | +9.8% |
| 3M | +44.6% | +48.0% | -3.4% | +11.1% |
| 6M | +52.6% | +64.7% | -12.2% | +9.1% |
| YTD | +16.1% | +39.5% | -23.4% | -6.1% |
| 1Y | +37.3% | +74.2% | -36.9% | -4.4% |
| All | +37.3% | +80.5% | -43.2% | -4.4% |
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