-20.7%
TLT vs IQV
+242.6%
-263.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | +0.1% |
| 7D | -1.6% | -2.2% | +0.6% | -1.6% |
| 30D | -1.1% | +8.3% | -9.4% | -1.1% |
| 3M | -4.9% | +44.6% | -49.4% | -4.6% |
| 6M | -5.0% | +52.6% | -57.6% | -4.7% |
| YTD | -4.4% | +16.1% | -20.5% | -4.3% |
| 1Y | -6.4% | +37.3% | -43.7% | -6.1% |
| 3Y | -2.0% | +21.6% | -23.6% | -2.2% |
| 5Y | -35.0% | +0.5% | -35.5% | -35.9% |
| All | -20.7% | +242.6% | -263.3% | -14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling