-45.7%
TOST vs IQV
+4.1%
-49.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +1.0% |
| 7D | -3.4% | +2.3% | -5.7% | -4.9% |
| 30D | -2.4% | +13.4% | -15.9% | -10.4% |
| 3M | +34.6% | +43.3% | -8.7% | +4.8% |
| 6M | +15.2% | +50.5% | -35.3% | -14.4% |
| YTD | -4.4% | +18.8% | -23.2% | -16.7% |
| 1Y | -17.4% | +45.5% | -62.9% | -38.5% |
| 3Y | +54.5% | +19.4% | +35.1% | +26.2% |
| All | -45.7% | +4.1% | -49.8% | -47.7% |
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