+231.0%
IQV vs TAP
-50.5%
+281.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -5.3% | -5.3% | 0.0% | -3.6% |
| 30D | +5.5% | -7.4% | +12.9% | +8.0% |
| 3M | +41.2% | -4.9% | +46.2% | +43.3% |
| 6M | +50.5% | -14.2% | +64.7% | +57.3% |
| YTD | +14.1% | -14.8% | +29.0% | +18.9% |
| 1Y | +39.9% | -18.1% | +58.0% | +47.1% |
| 3Y | +20.5% | -32.7% | +53.2% | +33.7% |
| 5Y | -1.2% | -0.5% | -0.7% | -5.1% |
| All | +231.0% | -50.5% | +281.5% | +253.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling