-66.6%
CHTR vs IQV
+22.1%
-88.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.3% |
| 7D | -4.1% | -2.2% | -1.9% | -3.6% |
| 30D | -3.0% | +8.3% | -11.3% | -4.7% |
| 3M | +4.8% | +44.6% | -39.8% | -3.6% |
| 6M | -35.0% | +52.6% | -87.6% | -41.2% |
| YTD | -30.2% | +16.1% | -46.3% | -33.0% |
| 1Y | -44.8% | +37.3% | -82.0% | -49.5% |
| 3Y | -66.6% | +21.6% | -88.1% | -70.3% |
| All | -66.6% | +22.1% | -88.6% | -70.3% |
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 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