+233.4%
IQV vs TYL
+102.8%
+130.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.1% |
| 7D | -2.6% | -8.6% | +6.0% | +1.8% |
| 30D | +6.2% | +7.5% | -1.4% | +2.1% |
| 3M | +38.0% | +10.9% | +27.0% | +30.4% |
| 6M | +43.9% | -6.7% | +50.6% | +47.3% |
| YTD | +14.0% | -24.5% | +38.5% | +28.3% |
| 1Y | +35.5% | -38.6% | +74.1% | +68.1% |
| 3Y | +20.3% | -12.6% | +33.0% | +19.7% |
| 5Y | -1.6% | -28.2% | +26.6% | +5.5% |
| 10Y | +233.4% | +104.0% | +129.4% | +113.8% |
| All | +233.4% | +102.8% | +130.7% | +113.8% |
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