-34.3%
TLT vs IQV
-2.1%
-32.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -0.3% | -2.6% | +2.3% | -0.1% |
| 30D | 0.0% | +6.2% | -6.2% | -0.4% |
| 3M | -2.9% | +38.0% | -40.8% | -4.9% |
| 6M | -6.3% | +43.9% | -50.2% | -8.6% |
| YTD | -3.3% | +14.0% | -17.4% | -4.4% |
| 1Y | -4.2% | +35.5% | -39.7% | -6.5% |
| 3Y | -1.7% | +20.3% | -22.0% | -4.5% |
| All | -34.3% | -2.1% | -32.2% | -36.2% |
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