+21.6%
IQV vs TSLQ
-95.6%
+117.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.8% | +1.7% |
| 7D | -2.2% | -6.6% | +4.4% | -2.6% |
| 30D | +8.3% | -24.3% | +32.6% | +6.9% |
| 3M | +44.6% | -3.6% | +48.2% | +45.6% |
| 6M | +52.6% | -12.0% | +64.5% | +53.7% |
| YTD | +16.1% | +1.4% | +14.8% | +18.5% |
| 1Y | +37.3% | -43.6% | +80.8% | +35.8% |
| 3Y | +21.6% | -95.4% | +117.0% | +21.1% |
| All | +21.6% | -95.6% | +117.1% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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