+683.1%
CTAS vs IQV
+242.6%
+440.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.8% |
| 7D | +0.5% | -2.2% | +2.8% | +1.5% |
| 30D | -0.7% | +8.3% | -9.0% | -4.2% |
| 3M | +11.1% | +44.6% | -33.5% | -5.9% |
| 6M | +2.1% | +52.6% | -50.4% | -16.4% |
| YTD | +8.0% | +16.1% | -8.2% | -1.7% |
| 1Y | -0.5% | +37.3% | -37.8% | -16.6% |
| 3Y | +66.2% | +21.6% | +44.6% | +39.5% |
| 5Y | +109.2% | +0.5% | +108.7% | +90.0% |
| All | +683.1% | +242.6% | +440.6% | +286.0% |
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