+1,282.5%
TSEM vs IQV
+242.6%
+1,039.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | -0.1% | +1.1% |
| 7D | -4.9% | -2.2% | -2.6% | -4.2% |
| 30D | -18.7% | +8.3% | -27.0% | -20.9% |
| 3M | -18.1% | +44.6% | -62.7% | -29.3% |
| 6M | +77.1% | +52.6% | +24.5% | +48.1% |
| YTD | +80.1% | +16.1% | +64.0% | +65.5% |
| 1Y | +220.4% | +37.3% | +183.1% | +174.8% |
| 3Y | +650.1% | +21.6% | +628.5% | +554.4% |
| 5Y | +628.9% | +0.5% | +628.4% | +568.7% |
| All | +1,282.5% | +242.6% | +1,039.9% | +630.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling