+70.5%
IQV vs TXG
+24.6%
+45.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.4% | -1.5% |
| 7D | -2.6% | +9.1% | -11.7% | -4.7% |
| 30D | +6.2% | +14.9% | -8.7% | +2.4% |
| 3M | +38.0% | +120.0% | -82.0% | +11.9% |
| 6M | +43.9% | +221.8% | -177.9% | +5.1% |
| YTD | +14.0% | +312.6% | -298.6% | -21.9% |
| 1Y | +35.5% | +398.4% | -362.9% | -13.0% |
| 3Y | +20.3% | +42.1% | -21.7% | -4.3% |
| 5Y | -1.6% | -63.5% | +61.8% | -5.0% |
| All | +70.5% | +24.6% | +45.9% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling