+510.3%
IQV vs CRS
+1,110.5%
-600.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | -2.6% | -0.5% | -2.1% | -2.5% |
| 30D | +6.2% | -18.1% | +24.3% | +10.6% |
| 3M | +38.0% | -12.4% | +50.4% | +40.7% |
| 6M | +43.9% | +15.9% | +28.0% | +37.1% |
| YTD | +14.0% | +45.8% | -31.8% | +2.3% |
| 1Y | +35.5% | +87.8% | -52.2% | +13.7% |
| 3Y | +20.3% | +648.7% | -628.4% | -29.9% |
| 5Y | -1.6% | +1,416.6% | -1,418.3% | -53.3% |
| 10Y | +233.4% | +1,412.7% | -1,179.2% | +42.1% |
| All | +510.3% | +1,110.5% | -600.2% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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