+808.4%
CME vs IQV
+505.9%
+302.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.3% |
| 7D | +3.9% | -2.5% | +6.4% | +4.5% |
| 30D | +11.3% | +1.2% | +10.2% | +10.9% |
| 3M | +19.6% | +9.8% | +9.8% | +16.6% |
| 6M | +8.1% | +53.8% | -45.7% | -3.4% |
| YTD | +20.4% | +17.6% | +2.8% | +13.7% |
| 1Y | +16.5% | +18.6% | -2.1% | +9.7% |
| 3Y | +66.4% | +36.9% | +29.6% | +44.6% |
| 5Y | +74.5% | +4.1% | +70.4% | +62.3% |
| 10Y | +308.5% | +243.7% | +64.7% | +147.9% |
| All | +808.4% | +505.9% | +302.5% | +396.2% |
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