-44.8%
TOST vs IQV
+7.0%
-51.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | +0.1% |
| 7D | +3.0% | +4.8% | -1.8% | -0.2% |
| 30D | +10.3% | +5.9% | +4.4% | +6.0% |
| 3M | -3.3% | +13.7% | -17.0% | -11.7% |
| 6M | +37.8% | +54.0% | -16.2% | +1.4% |
| YTD | -2.8% | +22.1% | -24.9% | -17.3% |
| 1Y | -9.6% | +29.1% | -38.7% | -26.2% |
| 3Y | +144.6% | +40.4% | +104.3% | +68.1% |
| 5Y | -31.0% | +9.1% | -40.1% | -36.4% |
| All | -44.8% | +7.0% | -51.8% | -48.0% |
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