+22.3%
IQV vs TMF
-41.6%
+63.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +2.3% | -1.4% | +3.7% | +2.5% |
| 30D | +13.4% | -2.8% | +16.3% | +13.9% |
| 3M | +43.3% | -10.9% | +54.2% | +45.6% |
| 6M | +50.5% | -21.3% | +71.9% | +55.5% |
| YTD | +18.8% | -15.9% | +34.7% | +21.5% |
| 1Y | +45.5% | -15.7% | +61.2% | +48.5% |
| All | +22.3% | -41.6% | +63.9% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling