+317.5%
TMUS vs IQV
+242.6%
+74.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.5% |
| 7D | +0.4% | -2.2% | +2.7% | +0.9% |
| 30D | +3.5% | +8.3% | -4.8% | +1.7% |
| 3M | -1.3% | +44.6% | -45.9% | -9.5% |
| 6M | -13.6% | +52.6% | -66.2% | -22.4% |
| YTD | -8.8% | +16.1% | -24.9% | -13.0% |
| 1Y | -22.9% | +37.3% | -60.1% | -30.0% |
| 3Y | +36.7% | +21.6% | +15.2% | +23.5% |
| 5Y | +46.6% | +0.5% | +46.1% | +38.4% |
| All | +317.5% | +242.6% | +74.9% | +144.7% |
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