+390.3%
CMG vs IQV
+487.2%
-97.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -2.2% |
| 7D | -6.5% | -2.6% | -3.9% | -5.6% |
| 30D | +12.1% | +6.2% | +5.9% | +9.6% |
| 3M | +20.6% | +38.0% | -17.4% | +6.2% |
| 6M | +2.1% | +43.9% | -41.8% | -12.1% |
| YTD | -2.6% | +14.0% | -16.6% | -9.3% |
| 1Y | -8.7% | +35.5% | -44.2% | -20.6% |
| 3Y | -7.4% | +20.3% | -27.7% | -19.9% |
| 5Y | -5.7% | -1.6% | -4.0% | -12.1% |
| 10Y | +322.3% | +233.4% | +88.9% | +143.5% |
| All | +390.3% | +487.2% | -97.0% | +140.5% |
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