+27.6%
IQV vs TLN
+589.3%
-561.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.8% |
| 7D | -2.6% | +5.8% | -8.4% | -2.9% |
| 30D | +6.2% | -6.9% | +13.0% | +6.5% |
| 3M | +38.0% | -10.9% | +48.9% | +38.0% |
| 6M | +43.9% | -4.6% | +48.5% | +42.6% |
| YTD | +14.0% | -14.7% | +28.7% | +13.6% |
| 1Y | +35.5% | -17.9% | +53.4% | +35.2% |
| 3Y | +20.3% | +483.9% | -463.5% | -14.3% |
| All | +27.6% | +589.3% | -561.7% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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