+2,664.3%
TSLA vs IQV
+242.6%
+2,421.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.4% |
| 7D | +3.2% | -2.2% | +5.4% | +4.3% |
| 30D | +11.6% | +8.3% | +3.3% | +7.0% |
| 3M | -8.4% | +44.6% | -53.0% | -26.5% |
| 6M | -10.4% | +52.6% | -63.0% | -31.2% |
| YTD | -18.7% | +16.1% | -34.9% | -28.5% |
| 1Y | -0.9% | +37.3% | -38.2% | -21.8% |
| 3Y | +33.6% | +21.6% | +12.0% | +7.4% |
| 5Y | +48.9% | +0.5% | +48.4% | +33.6% |
| All | +2,664.3% | +242.6% | +2,421.7% | +1,245.4% |
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 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