+1,156.2%
CAT vs IQV
+511.9%
+644.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.2% |
| 7D | +1.7% | +2.3% | -0.6% | +0.9% |
| 30D | -6.6% | +13.4% | -20.0% | -10.5% |
| 3M | -13.3% | +43.3% | -56.6% | -24.6% |
| 6M | +11.6% | +50.5% | -38.9% | -5.8% |
| YTD | +42.9% | +18.8% | +24.2% | +30.5% |
| 1Y | +95.4% | +45.5% | +50.0% | +64.2% |
| 3Y | +196.6% | +19.4% | +177.2% | +161.2% |
| 5Y | +321.7% | +1.7% | +319.9% | +285.4% |
| 10Y | +1,140.8% | +247.9% | +892.9% | +603.4% |
| All | +1,156.2% | +511.9% | +644.3% | +531.9% |
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