-11.1%
CHYM vs IQV
+65.7%
-76.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.4% |
| 7D | -2.3% | -2.2% | 0.0% | -1.4% |
| 30D | +4.4% | +8.3% | -3.9% | +1.5% |
| 3M | +91.3% | +44.6% | +46.7% | +64.2% |
| 6M | +44.0% | +52.6% | -8.6% | +20.6% |
| YTD | +31.1% | +16.1% | +15.0% | +20.9% |
| 1Y | +37.8% | +37.3% | +0.6% | +21.8% |
| All | -11.1% | +65.7% | -76.8% | -22.1% |
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