+233.4%
IQV vs STLD
+1,092.9%
-859.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -2.6% | -2.8% | +0.2% | -1.8% |
| 30D | +6.2% | -10.4% | +16.6% | +9.3% |
| 3M | +38.0% | -10.6% | +48.6% | +41.6% |
| 6M | +43.9% | +32.7% | +11.2% | +30.6% |
| YTD | +14.0% | +42.8% | -28.8% | +0.6% |
| 1Y | +35.5% | +86.9% | -51.4% | +9.9% |
| 3Y | +20.3% | +143.8% | -123.5% | -12.2% |
| 5Y | -1.6% | +293.5% | -295.1% | -40.6% |
| 10Y | +233.4% | +1,122.7% | -889.2% | +30.9% |
| All | +233.4% | +1,092.9% | -859.4% | +30.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling