+945.4%
TMUS vs IQV
+492.3%
+453.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.8% |
| 7D | -0.3% | +0.3% | -0.6% | -0.3% |
| 30D | +3.1% | +8.6% | -5.5% | +1.1% |
| 3M | +2.4% | +41.1% | -38.7% | -6.1% |
| 6M | -17.1% | +48.6% | -65.6% | -25.6% |
| YTD | -9.1% | +15.0% | -24.1% | -13.5% |
| 1Y | -23.6% | +38.1% | -61.7% | -31.4% |
| 3Y | +38.8% | +21.4% | +17.5% | +24.5% |
| 5Y | +43.0% | -1.0% | +44.0% | +34.4% |
| 10Y | +309.1% | +233.0% | +76.1% | +140.9% |
| All | +945.4% | +492.3% | +453.0% | +447.7% |
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 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