+262.7%
CMS vs IQV
+511.9%
-249.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | +0.4% | +2.3% | -1.9% | 0.0% |
| 30D | -3.6% | +13.4% | -17.0% | -5.8% |
| 3M | -1.9% | +43.3% | -45.2% | -8.4% |
| 6M | -11.0% | +50.5% | -61.5% | -18.1% |
| YTD | +0.2% | +18.8% | -18.6% | -4.0% |
| 1Y | -1.3% | +45.5% | -46.8% | -9.7% |
| 3Y | +35.9% | +19.4% | +16.6% | +26.9% |
| 5Y | +23.1% | +1.7% | +21.4% | +17.1% |
| 10Y | +117.9% | +247.9% | -130.0% | +59.3% |
| All | +262.7% | +511.9% | -249.2% | +141.3% |
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 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