+529.6%
IQV vs CRL
+679.5%
-149.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.4% |
| 3M | +9.8% | +20.2% | -10.4% | -3.0% |
| 6M | +53.8% | +107.5% | -53.7% | -2.6% |
| YTD | +17.6% | +69.4% | -51.8% | -16.2% |
| 1Y | +18.6% | +99.7% | -81.1% | -23.5% |
| 3Y | +36.9% | +98.8% | -61.9% | -17.0% |
| 5Y | +4.1% | -12.4% | +16.5% | -0.3% |
| 10Y | +243.7% | +352.9% | -109.1% | +18.9% |
| All | +529.6% | +679.5% | -149.9% | +70.0% |
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