+1,994.3%
CTAS vs IQV
+492.3%
+1,502.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +1.3% |
| 7D | 0.0% | +0.3% | -0.4% | -0.2% |
| 30D | -1.0% | +8.6% | -9.6% | -4.4% |
| 3M | +15.8% | +41.1% | -25.4% | -0.4% |
| 6M | -1.0% | +48.6% | -49.6% | -17.4% |
| YTD | +7.4% | +15.0% | -7.6% | -1.5% |
| 1Y | -0.1% | +38.1% | -38.2% | -16.0% |
| 3Y | +66.3% | +21.4% | +44.9% | +40.6% |
| 5Y | +111.0% | -1.0% | +112.0% | +93.1% |
| 10Y | +662.9% | +233.0% | +429.9% | +295.1% |
| All | +1,994.3% | +492.3% | +1,502.0% | +837.8% |
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