+40.0%
IQV vs CART
+133.8%
-93.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.2% |
| 7D | +2.4% | +1.2% | +1.2% | +2.2% |
| 30D | +4.0% | +17.8% | -13.8% | +1.4% |
| 3M | +12.2% | +20.7% | -8.5% | +8.9% |
| 6M | +54.9% | +49.7% | +5.1% | +45.6% |
| YTD | +20.3% | +30.0% | -9.7% | +14.4% |
| 1Y | +22.7% | +48.4% | -25.6% | +14.8% |
| All | +40.0% | +133.8% | -93.8% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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