+543.8%
IQV vs STLA
+79.1%
+464.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.1% | +4.8% | +0.3% |
| 7D | +2.4% | -13.1% | +15.4% | +6.0% |
| 30D | +4.0% | -13.3% | +17.3% | +7.3% |
| 3M | +12.2% | -27.9% | +40.0% | +20.6% |
| 6M | +54.9% | -47.8% | +102.7% | +79.9% |
| YTD | +20.3% | -64.6% | +84.8% | +52.2% |
| 1Y | +22.7% | -64.0% | +86.7% | +54.2% |
| 3Y | +38.3% | -76.8% | +115.2% | +88.7% |
| 5Y | +6.5% | -74.2% | +80.6% | +37.6% |
| 10Y | +251.5% | -5.4% | +256.9% | +233.2% |
| All | +543.8% | +79.1% | +464.7% | +530.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling