+236.7%
IQV vs TXT
+107.7%
+129.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.5% | +0.8% |
| 7D | -2.2% | +2.4% | -4.7% | -3.2% |
| 30D | +8.3% | -8.9% | +17.2% | +12.3% |
| 3M | +44.6% | -13.6% | +58.2% | +52.0% |
| 6M | +52.6% | -13.1% | +65.7% | +59.1% |
| YTD | +16.1% | -7.0% | +23.2% | +16.9% |
| 1Y | +37.3% | -1.4% | +38.7% | +34.6% |
| 3Y | +21.6% | +6.9% | +14.6% | +14.5% |
| 5Y | +0.5% | +15.4% | -14.9% | -9.6% |
| All | +236.7% | +107.7% | +129.0% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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