+8.7%
IQV vs TMF
-88.3%
+97.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +4.1% | -3.4% | +7.4% | +4.4% |
| 30D | +4.7% | +11.5% | -6.8% | +3.5% |
| 3M | +12.6% | -4.5% | +17.1% | +13.0% |
| 6M | +58.2% | -15.0% | +73.2% | +60.5% |
| YTD | +21.8% | -19.9% | +41.6% | +24.1% |
| 1Y | +25.6% | -26.6% | +52.2% | +29.1% |
| 3Y | +40.1% | -29.8% | +69.9% | +42.2% |
| 5Y | +8.7% | -88.2% | +96.9% | +11.4% |
| All | +8.7% | -88.3% | +97.0% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling