+543.8%
IQV vs TAP
+12.5%
+531.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +2.4% | -6.3% | +8.7% | +4.2% |
| 30D | +4.0% | +2.7% | +1.3% | +2.7% |
| 3M | +12.2% | -3.7% | +15.9% | +12.7% |
| 6M | +54.9% | -2.0% | +56.9% | +54.5% |
| YTD | +20.3% | -12.3% | +32.6% | +23.3% |
| 1Y | +22.7% | -10.1% | +32.8% | +24.7% |
| 3Y | +38.3% | -25.3% | +63.6% | +47.3% |
| 5Y | +6.5% | -1.9% | +8.4% | +3.0% |
| 10Y | +251.5% | -47.8% | +299.3% | +270.6% |
| All | +543.8% | +12.5% | +531.3% | +464.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling