+2.4%
IQV vs TCOM
+29.4%
-27.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.6% |
| 7D | -2.2% | -4.9% | +2.7% | -1.5% |
| 30D | +8.3% | -14.4% | +22.7% | +10.8% |
| 3M | +44.6% | -17.7% | +62.2% | +48.5% |
| 6M | +52.6% | -25.1% | +77.7% | +58.8% |
| YTD | +16.1% | -45.7% | +61.9% | +26.4% |
| 1Y | +37.3% | -47.9% | +85.1% | +50.2% |
| 3Y | +21.6% | +8.9% | +12.6% | +16.5% |
| All | +2.4% | +29.4% | -27.0% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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