+203.9%
CAT vs IQV
+18.7%
+185.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.6% |
| 7D | +5.6% | +0.3% | +5.2% | +5.5% |
| 30D | -2.3% | +8.6% | -10.9% | -3.9% |
| 3M | -10.0% | +41.1% | -51.1% | -17.2% |
| 6M | +21.2% | +48.6% | -27.3% | +9.1% |
| YTD | +44.4% | +15.0% | +29.5% | +39.8% |
| 1Y | +96.3% | +38.1% | +58.2% | +77.7% |
| 3Y | +203.9% | +21.4% | +182.5% | +177.6% |
| All | +203.9% | +18.7% | +185.2% | +177.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling