+535.9%
IQV vs STLA
+158.0%
+377.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.7% |
| 7D | +2.3% | +2.6% | -0.3% | +1.6% |
| 30D | +13.4% | -1.2% | +14.7% | +13.6% |
| 3M | +43.3% | -24.8% | +68.0% | +53.3% |
| 6M | +50.5% | -25.6% | +76.1% | +60.7% |
| YTD | +18.8% | -48.9% | +67.7% | +38.1% |
| 1Y | +45.5% | -38.8% | +84.2% | +59.6% |
| 3Y | +19.4% | -64.5% | +83.9% | +47.2% |
| 5Y | +1.7% | -62.4% | +64.2% | +20.4% |
| 10Y | +247.9% | +55.4% | +192.5% | +197.0% |
| All | +535.9% | +158.0% | +377.8% | +472.3% |
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 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