+233.4%
IQV vs TMF
-86.2%
+319.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.9% |
| 7D | -2.6% | -0.9% | -1.7% | -2.6% |
| 30D | +6.2% | -1.0% | +7.2% | +6.2% |
| 3M | +38.0% | -11.3% | +49.3% | +37.8% |
| 6M | +43.9% | -22.7% | +66.6% | +43.5% |
| YTD | +14.0% | -17.3% | +31.4% | +13.8% |
| 1Y | +35.5% | -22.5% | +58.0% | +35.2% |
| 3Y | +20.3% | -43.2% | +63.6% | +18.7% |
| 5Y | -1.6% | -88.3% | +86.7% | -16.7% |
| 10Y | +233.4% | -86.0% | +319.5% | +199.8% |
| All | +233.4% | -86.2% | +319.6% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling