+414.1%
CARR vs IQV
+189.7%
+224.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -4.1% | -5.3% | +1.1% | -2.2% |
| 30D | -11.0% | +5.5% | -16.5% | -12.8% |
| 3M | -16.4% | +41.2% | -57.6% | -28.0% |
| 6M | -2.4% | +50.5% | -52.9% | -19.1% |
| YTD | +8.4% | +14.1% | -5.7% | -0.1% |
| 1Y | -8.0% | +39.9% | -47.9% | -23.1% |
| 3Y | +0.6% | +20.5% | -19.9% | -12.4% |
| 5Y | +7.7% | -1.2% | +9.0% | +0.6% |
| All | +414.1% | +189.7% | +224.4% | +240.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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