+21.6%
IQV vs TECK
+65.8%
-44.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.6% |
| 7D | -2.2% | -3.8% | +1.6% | -1.6% |
| 30D | +8.3% | +0.7% | +7.6% | +8.0% |
| 3M | +44.6% | +4.6% | +40.0% | +42.7% |
| 6M | +52.6% | +25.1% | +27.4% | +43.5% |
| YTD | +16.1% | +39.2% | -23.0% | +5.5% |
| 1Y | +37.3% | +60.3% | -23.1% | +19.7% |
| 3Y | +21.6% | +62.9% | -41.3% | -0.4% |
| All | +21.6% | +65.8% | -44.2% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 3y: compounded portfolio wealth divided by compounded TECK 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…
3y analysis · Full analysis span regression · 6 months rolling