-1.2%
IQV vs TAP
-2.6%
+1.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -5.3% | -5.3% | 0.0% | -3.8% |
| 30D | +5.5% | -7.4% | +12.9% | +7.7% |
| 3M | +41.2% | -4.9% | +46.2% | +43.1% |
| 6M | +50.5% | -14.2% | +64.7% | +56.4% |
| YTD | +14.1% | -14.8% | +29.0% | +18.2% |
| 1Y | +39.9% | -18.1% | +58.0% | +46.3% |
| 3Y | +20.5% | -32.7% | +53.2% | +32.1% |
| 5Y | -1.2% | -0.5% | -0.7% | +3.7% |
| All | -1.2% | -2.6% | +1.4% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling