+153.3%
CMI vs IQV
+22.1%
+131.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.8% |
| 7D | -0.7% | -2.2% | +1.5% | -0.2% |
| 30D | -12.4% | +8.3% | -20.7% | -14.2% |
| 3M | -14.8% | +44.6% | -59.3% | -23.8% |
| 6M | +0.8% | +52.6% | -51.8% | -12.3% |
| YTD | +10.2% | +16.1% | -5.9% | +5.1% |
| 1Y | +37.4% | +37.3% | +0.2% | +23.2% |
| 3Y | +153.3% | +21.6% | +131.7% | +128.7% |
| All | +153.3% | +22.1% | +131.2% | +128.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling