+255.9%
IQV vs TMF
-81.8%
+337.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +4.1% | -3.4% | +7.4% | +4.0% |
| 30D | +4.7% | +11.5% | -6.8% | +4.8% |
| 3M | +12.6% | -4.5% | +17.1% | +12.6% |
| 6M | +58.2% | -15.0% | +73.2% | +58.0% |
| YTD | +21.8% | -19.9% | +41.6% | +21.6% |
| 1Y | +25.6% | -26.6% | +52.2% | +25.3% |
| 3Y | +40.1% | -29.8% | +69.9% | +40.1% |
| 5Y | +8.7% | -88.2% | +96.9% | -7.7% |
| 10Y | +255.9% | -81.4% | +337.3% | +224.8% |
| All | +255.9% | -81.8% | +337.7% | +224.8% |
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