+69.3%
IQV vs CAI
-9.9%
+79.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.5% |
| 7D | -2.2% | -2.9% | +0.7% | -1.7% |
| 30D | +8.3% | +9.3% | -1.0% | +6.2% |
| 3M | +44.6% | +35.2% | +9.4% | +35.2% |
| 6M | +52.6% | +30.7% | +21.8% | +41.8% |
| YTD | +16.1% | -9.8% | +25.9% | +14.3% |
| 1Y | +37.3% | -28.9% | +66.1% | +40.2% |
| All | +69.3% | -9.9% | +79.2% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling