+511.0%
IQV vs TKO
+2,513.1%
-2,002.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -5.3% | +0.1% | -5.4% | -5.3% |
| 30D | +5.5% | -2.6% | +8.1% | +5.8% |
| 3M | +41.2% | -7.8% | +49.0% | +42.7% |
| 6M | +50.5% | -7.0% | +57.6% | +51.8% |
| YTD | +14.1% | -8.5% | +22.7% | +15.2% |
| 1Y | +39.9% | -1.3% | +41.2% | +39.5% |
| 3Y | +20.5% | +105.0% | -84.5% | +7.1% |
| 5Y | -1.2% | +292.9% | -294.1% | -20.5% |
| 10Y | +233.9% | +979.3% | -745.5% | +137.5% |
| All | +511.0% | +2,513.1% | -2,002.1% | +322.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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