-0.2%
TLT vs IQV
+511.9%
-512.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.1% |
| 7D | -0.4% | +2.3% | -2.7% | -0.4% |
| 30D | -0.6% | +13.4% | -14.0% | -0.3% |
| 3M | -2.7% | +43.3% | -46.0% | -2.0% |
| 6M | -5.6% | +50.5% | -56.2% | -4.8% |
| YTD | -2.8% | +18.8% | -21.6% | -2.4% |
| 1Y | -1.4% | +45.5% | -46.9% | -0.5% |
| 3Y | -1.6% | +19.4% | -21.0% | -1.5% |
| 5Y | -33.8% | +1.7% | -35.5% | -34.5% |
| 10Y | -21.1% | +247.9% | -269.1% | -10.4% |
| All | -0.2% | +511.9% | -512.1% | +18.3% |
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