+19.3%
IQV vs CRL
+38.7%
-19.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.4% |
| 7D | -2.6% | -4.6% | +2.0% | +0.2% |
| 30D | +6.2% | +0.5% | +5.7% | +5.9% |
| 3M | +38.0% | +46.6% | -8.6% | +9.8% |
| 6M | +43.9% | +57.3% | -13.3% | +9.3% |
| YTD | +14.0% | +39.5% | -25.5% | -7.0% |
| 1Y | +35.5% | +76.9% | -41.4% | -3.9% |
| All | +19.3% | +38.7% | -19.3% | -10.4% |
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 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