+21.6%
IQV vs TXG
+43.8%
-22.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +0.9% |
| 7D | -2.2% | +9.5% | -11.7% | -4.6% |
| 30D | +8.3% | +18.8% | -10.5% | +3.3% |
| 3M | +44.6% | +136.1% | -91.5% | +13.1% |
| 6M | +52.6% | +235.2% | -182.7% | +7.1% |
| YTD | +16.1% | +320.5% | -304.4% | -23.5% |
| 1Y | +37.3% | +425.2% | -387.9% | -16.7% |
| 3Y | +21.6% | +42.9% | -21.3% | -6.4% |
| All | +21.6% | +43.8% | -22.2% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling