-49.3%
TE vs IQV
-0.1%
-49.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.1% | -0.1% |
| 7D | +0.2% | -2.2% | +2.5% | +1.1% |
| 30D | -5.9% | +8.3% | -14.2% | -9.7% |
| 3M | -45.6% | +44.6% | -90.1% | -57.3% |
| 6M | -43.4% | +52.6% | -95.9% | -57.8% |
| YTD | -31.0% | +16.1% | -47.1% | -40.0% |
| 1Y | +145.2% | +37.3% | +107.9% | +84.3% |
| 3Y | -24.1% | +21.6% | -45.6% | -37.8% |
| All | -49.3% | -0.1% | -49.2% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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