+79.6%
CME vs IQV
-0.1%
+79.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.4% |
| 7D | -1.6% | -2.2% | +0.7% | -1.4% |
| 30D | +5.6% | +8.3% | -2.7% | +4.8% |
| 3M | +5.6% | +44.6% | -39.0% | +1.7% |
| 6M | -8.3% | +52.6% | -60.8% | -12.3% |
| YTD | +4.3% | +16.1% | -11.8% | +2.4% |
| 1Y | +9.1% | +37.3% | -28.2% | +4.7% |
| 3Y | +52.1% | +21.6% | +30.5% | +47.2% |
| All | +79.6% | -0.1% | +79.8% | +80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling