+207.3%
TPR vs IQV
+511.9%
-304.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.7% |
| 7D | -2.3% | +2.3% | -4.6% | -3.4% |
| 30D | -23.0% | +13.4% | -36.4% | -27.7% |
| 3M | -12.5% | +43.3% | -55.8% | -27.7% |
| 6M | -21.4% | +50.5% | -72.0% | -37.5% |
| YTD | -3.5% | +18.8% | -22.3% | -14.9% |
| 1Y | +17.4% | +45.5% | -28.1% | -7.9% |
| 3Y | +291.3% | +19.4% | +271.9% | +225.1% |
| 5Y | +241.9% | +1.7% | +240.2% | +204.5% |
| 10Y | +322.7% | +247.9% | +74.7% | +105.4% |
| All | +207.3% | +511.9% | -304.6% | +38.4% |
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