+84.0%
IQV vs TW
+206.7%
-122.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | -2.2% | -4.5% | +2.2% | -0.6% |
| 30D | +8.3% | -2.3% | +10.6% | +9.1% |
| 3M | +44.6% | +2.6% | +42.0% | +42.5% |
| 6M | +52.6% | -17.5% | +70.1% | +62.4% |
| YTD | +16.1% | -5.3% | +21.4% | +16.6% |
| 1Y | +37.3% | -14.8% | +52.0% | +43.3% |
| 3Y | +21.6% | +18.8% | +2.7% | +6.1% |
| 5Y | +0.5% | +20.7% | -20.2% | -15.3% |
| All | +84.0% | +206.7% | -122.7% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling