+37.0%
IQV vs CART
+112.9%
-75.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.1% | +2.5% |
| 7D | +1.7% | +3.0% | -1.3% | +1.2% |
| 30D | +5.3% | +28.6% | -23.2% | +1.2% |
| 3M | +17.0% | +29.1% | -12.1% | +12.2% |
| 6M | +54.0% | +44.7% | +9.3% | +45.1% |
| YTD | +20.6% | +29.2% | -8.6% | +14.7% |
| 1Y | +28.9% | +66.2% | -37.2% | +18.6% |
| 3Y | +37.0% | +112.8% | -75.8% | +16.6% |
| All | +37.0% | +112.9% | -75.9% | +16.6% |
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