+1,543.6%
TTMI vs IQV
+492.3%
+1,051.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.2% | +6.2% | +4.2% |
| 7D | +12.2% | +0.3% | +11.8% | +11.8% |
| 30D | -5.7% | +8.6% | -14.3% | -9.0% |
| 3M | -27.5% | +41.1% | -68.6% | -39.0% |
| 6M | +47.1% | +48.6% | -1.4% | +19.2% |
| YTD | +87.5% | +15.0% | +72.5% | +68.3% |
| 1Y | +175.2% | +38.1% | +137.1% | +125.6% |
| 3Y | +901.9% | +21.4% | +880.5% | +736.6% |
| 5Y | +843.5% | -1.0% | +844.5% | +752.5% |
| 10Y | +1,077.0% | +233.0% | +844.0% | +481.8% |
| All | +1,543.6% | +492.3% | +1,051.2% | +528.5% |
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