+36.9%
IQV vs CRL
+97.9%
-61.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.7% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | +1.2% | +11.9% | -10.7% | -6.2% |
| 3M | +9.8% | +20.2% | -10.4% | -2.7% |
| 6M | +53.8% | +107.5% | -53.7% | -1.4% |
| YTD | +17.6% | +69.4% | -51.8% | -15.4% |
| 1Y | +18.6% | +99.7% | -81.1% | -22.3% |
| 3Y | +36.9% | +98.8% | -61.9% | -14.9% |
| All | +36.9% | +97.9% | -61.0% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling