+521.6%
IQV vs TDY
+681.4%
-159.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.1% |
| 7D | -2.2% | -1.1% | -1.1% | -1.6% |
| 30D | +8.3% | -12.0% | +20.3% | +15.6% |
| 3M | +44.6% | -3.2% | +47.8% | +45.9% |
| 6M | +52.6% | -7.9% | +60.4% | +57.2% |
| YTD | +16.1% | +18.2% | -2.1% | +3.5% |
| 1Y | +37.3% | +6.7% | +30.6% | +29.1% |
| 3Y | +21.6% | +47.5% | -26.0% | -5.8% |
| 5Y | +0.5% | +39.5% | -39.0% | -20.4% |
| 10Y | +239.7% | +477.2% | -237.5% | +39.0% |
| All | +521.6% | +681.4% | -159.8% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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