+265.4%
TSCO vs IQV
+488.0%
-222.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | -3.1% | -5.3% | +2.2% | -1.5% |
| 30D | -4.4% | +5.5% | -9.9% | -6.1% |
| 3M | +9.7% | +41.2% | -31.6% | -2.7% |
| 6M | -32.4% | +50.5% | -82.9% | -41.6% |
| YTD | -31.7% | +14.1% | -45.8% | -36.0% |
| 1Y | -41.3% | +39.9% | -81.2% | -48.9% |
| 3Y | -18.3% | +20.5% | -38.8% | -27.2% |
| 5Y | -10.3% | -1.2% | -9.0% | -16.0% |
| 10Y | +188.5% | +233.9% | -45.4% | +76.3% |
| All | +265.4% | +488.0% | -222.6% | +87.0% |
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