+699.8%
CME vs IQV
+511.9%
+187.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | -1.6% | +2.3% | -3.9% | -2.1% |
| 30D | +6.2% | +13.4% | -7.2% | +3.0% |
| 3M | +10.4% | +43.3% | -32.9% | +0.9% |
| 6M | -9.5% | +50.5% | -60.1% | -18.9% |
| YTD | +6.0% | +18.8% | -12.8% | +0.1% |
| 1Y | +9.3% | +45.5% | -36.2% | -2.7% |
| 3Y | +57.7% | +19.4% | +38.3% | +43.6% |
| 5Y | +77.7% | +1.7% | +76.0% | +67.0% |
| 10Y | +281.2% | +247.9% | +33.3% | +131.0% |
| All | +699.8% | +511.9% | +187.9% | +336.9% |
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