+553.4%
IQV vs THC
+503.5%
+49.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.4% |
| 7D | +4.8% | +8.8% | -4.1% | +3.1% |
| 30D | +5.9% | +10.0% | -4.2% | +4.0% |
| 3M | +13.7% | +11.7% | +2.0% | +11.2% |
| 6M | +54.0% | +52.5% | +1.5% | +41.8% |
| YTD | +22.1% | +46.1% | -24.0% | +12.4% |
| 1Y | +29.1% | +49.1% | -20.0% | +18.4% |
| 3Y | +40.4% | +439.6% | -399.2% | -2.1% |
| 5Y | +9.1% | +263.2% | -254.0% | -20.8% |
| 10Y | +251.2% | +1,900.5% | -1,649.3% | +72.6% |
| All | +553.4% | +503.5% | +49.9% | +280.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling