+535.9%
IQV vs CRL
+565.4%
-29.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -0.4% |
| 7D | +2.3% | -1.0% | +3.3% | +2.9% |
| 30D | +13.4% | +10.7% | +2.8% | +6.7% |
| 3M | +43.3% | +55.3% | -12.0% | +9.6% |
| 6M | +50.5% | +60.7% | -10.1% | +12.1% |
| YTD | +18.8% | +44.6% | -25.8% | -5.7% |
| 1Y | +45.5% | +77.7% | -32.3% | +1.4% |
| 3Y | +19.4% | +37.6% | -18.3% | -8.7% |
| 5Y | +1.7% | -35.8% | +37.6% | +18.4% |
| 10Y | +247.9% | +241.7% | +6.2% | +42.4% |
| All | +535.9% | +565.4% | -29.5% | +91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling