+252.6%
IQV vs TYL
+183.3%
+69.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.0% |
| 7D | +2.4% | -1.6% | +3.9% | +3.1% |
| 30D | +4.0% | +22.1% | -18.1% | -6.2% |
| 3M | +12.2% | +33.4% | -21.2% | -3.8% |
| 6M | +54.9% | +36.8% | +18.1% | +30.5% |
| YTD | +20.3% | -6.7% | +27.0% | +20.9% |
| 1Y | +22.7% | -9.2% | +32.0% | +24.9% |
| 3Y | +38.3% | +1.2% | +37.2% | +27.6% |
| 5Y | +6.5% | -23.0% | +29.5% | +10.4% |
| All | +252.6% | +183.3% | +69.3% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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