-1.6%
IQV vs STLA
-63.2%
+61.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.3% |
| 7D | -2.6% | +0.4% | -3.0% | -2.7% |
| 30D | +6.2% | -5.2% | +11.4% | +7.6% |
| 3M | +38.0% | -24.9% | +62.8% | +48.8% |
| 6M | +43.9% | -25.2% | +69.1% | +54.5% |
| YTD | +14.0% | -51.4% | +65.4% | +37.7% |
| 1Y | +35.5% | -40.7% | +76.2% | +51.0% |
| 3Y | +20.3% | -66.3% | +86.6% | +55.2% |
| 5Y | -1.6% | -63.2% | +61.6% | +12.2% |
| All | -1.6% | -63.2% | +61.5% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling