-1.6%
IQV vs THC
+258.2%
-259.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.7% | -1.6% |
| 7D | -2.6% | +4.1% | -6.7% | -3.4% |
| 30D | +6.2% | +3.5% | +2.7% | +5.4% |
| 3M | +38.0% | +61.7% | -23.8% | +25.3% |
| 6M | +43.9% | +11.8% | +32.1% | +40.0% |
| YTD | +14.0% | +35.4% | -21.4% | +6.1% |
| 1Y | +35.5% | +37.0% | -1.5% | +25.3% |
| 3Y | +20.3% | +260.1% | -239.7% | -17.1% |
| 5Y | -1.6% | +262.6% | -264.2% | -34.2% |
| All | -1.6% | +258.2% | -259.9% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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