+136.6%
CMS vs IQV
+253.3%
-116.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.6% |
| 7D | +0.5% | +4.8% | -4.3% | -0.4% |
| 30D | +7.4% | +5.9% | +1.5% | +6.2% |
| 3M | +1.9% | +13.7% | -11.8% | -0.8% |
| 6M | -2.3% | +54.0% | -56.3% | -10.8% |
| YTD | +3.0% | +22.1% | -19.1% | -2.3% |
| 1Y | -2.8% | +29.1% | -31.9% | -9.0% |
| 3Y | +37.9% | +40.4% | -2.5% | +22.9% |
| 5Y | +34.0% | +9.1% | +24.8% | +25.0% |
| All | +136.6% | +253.3% | -116.7% | +65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling