+521.6%
IQV vs CAKE
+230.8%
+290.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.4% |
| 7D | -2.2% | -4.5% | +2.3% | -1.2% |
| 30D | +8.3% | -12.4% | +20.7% | +11.4% |
| 3M | +44.6% | +37.3% | +7.2% | +33.7% |
| 6M | +52.6% | +70.7% | -18.2% | +33.7% |
| YTD | +16.1% | +106.0% | -89.9% | -2.9% |
| 1Y | +37.3% | +79.7% | -42.4% | +18.2% |
| 3Y | +21.6% | +267.8% | -246.2% | -12.3% |
| 5Y | +0.5% | +159.9% | -159.4% | -24.4% |
| 10Y | +239.7% | +154.3% | +85.3% | +116.2% |
| All | +521.6% | +230.8% | +290.8% | +260.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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