-1.0%
IQV vs TMF
-87.6%
+86.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +0.3% | +1.0% | -0.6% | +0.2% |
| 30D | +8.6% | -1.8% | +10.4% | +8.8% |
| 3M | +41.1% | -8.2% | +49.4% | +42.2% |
| 6M | +48.6% | -19.5% | +68.0% | +51.5% |
| YTD | +15.0% | -16.0% | +31.0% | +16.7% |
| 1Y | +38.1% | -22.5% | +60.6% | +41.1% |
| 3Y | +21.4% | -42.3% | +63.7% | +24.2% |
| 5Y | -1.0% | -87.7% | +86.7% | +0.9% |
| All | -1.0% | -87.6% | +86.6% | +0.9% |
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