+1.3%
IQV vs TYL
-25.2%
+26.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | +0.4% |
| 7D | +2.3% | -3.7% | +6.0% | +4.0% |
| 30D | +13.4% | +18.7% | -5.3% | +4.6% |
| 3M | +43.3% | +18.1% | +25.2% | +32.0% |
| 6M | +50.5% | -1.1% | +51.7% | +49.6% |
| YTD | +18.8% | -19.8% | +38.6% | +28.9% |
| 1Y | +45.5% | -34.3% | +79.8% | +72.2% |
| 3Y | +19.4% | -8.2% | +27.6% | +14.8% |
| All | +1.3% | -25.2% | +26.4% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling