+231.0%
IQV vs STLA
+51.6%
+179.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -5.3% | -3.8% | -1.4% | -4.2% |
| 30D | +5.5% | -3.1% | +8.6% | +6.3% |
| 3M | +41.2% | -19.6% | +60.9% | +49.6% |
| 6M | +50.5% | -23.5% | +74.0% | +60.7% |
| YTD | +14.1% | -51.5% | +65.7% | +37.9% |
| 1Y | +39.9% | -39.7% | +79.6% | +55.9% |
| 3Y | +20.5% | -66.3% | +86.8% | +55.7% |
| 5Y | -1.2% | -63.1% | +61.9% | +20.0% |
| All | +231.0% | +51.6% | +179.3% | +187.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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