+394.9%
TTWO vs IQV
+242.6%
+152.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.2% |
| 7D | +0.4% | -2.2% | +2.6% | +1.0% |
| 30D | -11.3% | +8.3% | -19.6% | -13.6% |
| 3M | +1.6% | +44.6% | -43.0% | -10.3% |
| 6M | +2.1% | +52.6% | -50.5% | -12.0% |
| YTD | -15.8% | +16.1% | -32.0% | -21.1% |
| 1Y | -12.6% | +37.3% | -49.9% | -22.7% |
| 3Y | +48.2% | +21.6% | +26.6% | +31.7% |
| 5Y | +40.0% | +0.5% | +39.5% | +30.7% |
| All | +394.9% | +242.6% | +152.3% | +174.2% |
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