+1,994.0%
CTAS vs IQV
+511.9%
+1,482.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.3% |
| 7D | -1.8% | +2.3% | -4.1% | -2.8% |
| 30D | -0.2% | +13.4% | -13.6% | -5.3% |
| 3M | +11.7% | +43.3% | -31.6% | -4.5% |
| 6M | +0.7% | +50.5% | -49.8% | -16.4% |
| YTD | +7.4% | +18.8% | -11.4% | -2.7% |
| 1Y | -2.1% | +45.5% | -47.6% | -19.5% |
| 3Y | +62.9% | +19.4% | +43.6% | +39.6% |
| 5Y | +111.9% | +1.7% | +110.2% | +91.9% |
| 10Y | +652.2% | +247.9% | +404.3% | +283.1% |
| All | +1,994.0% | +511.9% | +1,482.1% | +825.6% |
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