+38.8%
TMUS vs IQV
+18.7%
+20.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.1% |
| 7D | -0.3% | +0.3% | -0.6% | -0.2% |
| 30D | +3.1% | +8.6% | -5.5% | +3.2% |
| 3M | +2.4% | +41.1% | -38.7% | +3.1% |
| 6M | -17.1% | +48.6% | -65.6% | -16.4% |
| YTD | -9.1% | +15.0% | -24.1% | -7.8% |
| 1Y | -23.6% | +38.1% | -61.7% | -23.3% |
| 3Y | +38.8% | +21.4% | +17.5% | +37.6% |
| All | +38.8% | +18.7% | +20.2% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling