+249.7%
IQV vs TRU
+226.0%
+23.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | -2.6% | -6.5% | +3.9% | +0.5% |
| 30D | +6.2% | -2.5% | +8.7% | +7.3% |
| 3M | +38.0% | +10.4% | +27.6% | +31.4% |
| 6M | +43.9% | +1.6% | +42.3% | +41.6% |
| YTD | +14.0% | -9.7% | +23.7% | +18.0% |
| 1Y | +35.5% | -17.3% | +52.8% | +45.0% |
| 3Y | +20.3% | -1.8% | +22.2% | +11.5% |
| 5Y | -1.6% | -36.2% | +34.6% | +11.1% |
| 10Y | +233.4% | +143.2% | +90.2% | +117.3% |
| All | +249.7% | +226.0% | +23.7% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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