+45.5%
IQV vs TXG
+372.5%
-327.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | +2.3% | +1.8% | +0.5% | +1.9% |
| 30D | +13.4% | +32.0% | -18.6% | +6.2% |
| 3M | +43.3% | +87.0% | -43.7% | +22.2% |
| 6M | +50.5% | +180.1% | -129.5% | +14.9% |
| YTD | +18.8% | +284.1% | -265.3% | -15.0% |
| 1Y | +45.5% | +361.7% | -316.2% | +1.6% |
| All | +45.5% | +372.5% | -327.0% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling