-48.1%
TOST vs IQV
-0.1%
-48.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -2.0% |
| 7D | -4.7% | -2.6% | -2.1% | -3.1% |
| 30D | -9.1% | +6.2% | -15.3% | -12.8% |
| 3M | +29.8% | +38.0% | -8.2% | +3.5% |
| 6M | +10.0% | +43.9% | -33.9% | -15.7% |
| YTD | -8.6% | +14.0% | -22.6% | -18.3% |
| 1Y | -20.7% | +35.5% | -56.2% | -38.0% |
| 3Y | +55.7% | +20.3% | +35.4% | +23.6% |
| All | -48.1% | -0.1% | -48.0% | -48.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling