-50.0%
TE vs IQV
+60.4%
-110.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.7% |
| 7D | +15.0% | -2.6% | +17.6% | +15.9% |
| 30D | -7.5% | +6.2% | -13.7% | -9.6% |
| 3M | -42.0% | +38.0% | -79.9% | -50.1% |
| 6M | -31.4% | +43.9% | -75.4% | -42.9% |
| YTD | -26.5% | +14.0% | -40.5% | -33.0% |
| 1Y | +153.1% | +35.5% | +117.6% | +109.7% |
| 3Y | -20.7% | +20.3% | -41.0% | -30.5% |
| 5Y | -45.4% | -1.6% | -43.8% | -51.0% |
| All | -50.0% | +60.4% | -110.4% | -56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling