+235.4%
TPR vs IQV
+527.4%
-291.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +6.4% | +4.1% | +2.3% | +4.4% |
| 30D | +13.8% | +4.7% | +9.1% | +10.9% |
| 3M | -16.6% | +12.6% | -29.2% | -21.8% |
| 6M | +0.7% | +58.2% | -57.5% | -21.5% |
| YTD | +5.3% | +21.8% | -16.5% | -8.7% |
| 1Y | +32.4% | +25.6% | +6.7% | +12.8% |
| 3Y | +406.4% | +40.1% | +366.3% | +283.7% |
| 5Y | +227.9% | +8.7% | +219.2% | +180.8% |
| 10Y | +371.7% | +255.9% | +115.8% | +125.8% |
| All | +235.4% | +527.4% | -291.9% | +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 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