+2,699.6%
TSM vs IQV
+505.9%
+2,193.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.9% |
| 7D | +6.2% | -2.5% | +8.7% | +7.2% |
| 30D | -7.3% | +1.2% | -8.5% | -7.7% |
| 3M | -7.1% | +9.8% | -16.9% | -10.6% |
| 6M | +0.2% | +53.8% | -53.6% | -17.0% |
| YTD | +32.2% | +17.6% | +14.6% | +20.1% |
| 1Y | +42.8% | +18.6% | +24.2% | +29.1% |
| 3Y | +330.4% | +36.9% | +293.5% | +251.4% |
| 5Y | +263.9% | +4.1% | +259.8% | +228.2% |
| 10Y | +1,580.2% | +243.7% | +1,336.5% | +834.3% |
| All | +2,699.6% | +505.9% | +2,193.8% | +1,330.0% |
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