+2.4%
IQV vs TW
+19.5%
-17.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | -2.2% | -4.5% | +2.2% | -0.9% |
| 30D | +8.3% | -2.3% | +10.6% | +8.9% |
| 3M | +44.6% | +2.6% | +42.0% | +43.0% |
| 6M | +52.6% | -17.5% | +70.1% | +60.7% |
| YTD | +16.1% | -5.3% | +21.4% | +16.7% |
| 1Y | +37.3% | -14.8% | +52.0% | +42.8% |
| 3Y | +21.6% | +18.8% | +2.7% | +5.9% |
| All | +2.4% | +19.5% | -17.1% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling