+54.0%
IQV vs CART
+35.4%
+18.6%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | 0.0% |
| 3M | +17.0% | +29.1% | -12.1% | +11.1% |
| 6M | +54.0% | +44.7% | +9.3% | +43.1% |
| All | +54.0% | +35.4% | +18.6% | +43.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling