+535.9%
IQV vs TMF
-78.7%
+614.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.4% |
| 7D | +2.3% | -1.4% | +3.7% | +2.3% |
| 30D | +13.4% | -2.8% | +16.3% | +13.3% |
| 3M | +43.3% | -10.9% | +54.2% | +42.8% |
| 6M | +50.5% | -21.3% | +71.9% | +49.5% |
| YTD | +18.8% | -15.9% | +34.7% | +18.3% |
| 1Y | +45.5% | -15.7% | +61.2% | +44.9% |
| 3Y | +19.4% | -43.4% | +62.7% | +16.9% |
| 5Y | +1.7% | -87.8% | +89.5% | -13.4% |
| 10Y | +247.9% | -86.7% | +334.7% | +209.4% |
| All | +535.9% | -78.7% | +614.5% | +518.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling