+45.5%
IQV vs STLD
+89.3%
-43.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.2% |
| 7D | +2.3% | +3.1% | -0.8% | +1.8% |
| 30D | +13.4% | -9.0% | +22.4% | +15.2% |
| 3M | +43.3% | -12.4% | +55.7% | +47.5% |
| 6M | +50.5% | +25.5% | +25.0% | +41.4% |
| YTD | +18.8% | +43.6% | -24.8% | +8.1% |
| 1Y | +45.5% | +87.2% | -41.7% | +21.0% |
| All | +45.5% | +89.3% | -43.8% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling