+510.3%
IQV vs TECK
+204.6%
+305.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.5% |
| 7D | -2.6% | +4.9% | -7.5% | -3.3% |
| 30D | +6.2% | +5.2% | +1.0% | +5.3% |
| 3M | +38.0% | +13.8% | +24.2% | +34.6% |
| 6M | +43.9% | +38.5% | +5.4% | +35.4% |
| YTD | +14.0% | +47.3% | -33.3% | +5.8% |
| 1Y | +35.5% | +81.0% | -45.5% | +21.4% |
| 3Y | +20.3% | +79.9% | -59.5% | +6.0% |
| 5Y | -1.6% | +207.9% | -209.5% | -21.7% |
| 10Y | +233.4% | +389.5% | -156.0% | +129.5% |
| All | +510.3% | +204.6% | +305.7% | +306.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling