+535.9%
IQV vs TAP
+15.2%
+520.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +2.3% | -2.3% | +4.6% | +3.0% |
| 30D | +13.4% | -2.1% | +15.6% | +14.0% |
| 3M | +43.3% | +6.6% | +36.7% | +40.3% |
| 6M | +50.5% | -11.5% | +62.0% | +55.5% |
| YTD | +18.8% | -10.3% | +29.1% | +21.5% |
| 1Y | +45.5% | -14.4% | +59.9% | +50.6% |
| 3Y | +19.4% | -28.3% | +47.7% | +29.2% |
| 5Y | +1.7% | +1.7% | 0.0% | -2.4% |
| 10Y | +247.9% | -49.2% | +297.2% | +270.3% |
| All | +535.9% | +15.2% | +520.7% | +456.3% |
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