+18.6%
IQV vs STLD
+46.8%
-28.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.8% |
| 7D | -2.5% | +2.9% | -5.4% | -2.8% |
| 30D | +1.2% | -5.6% | +6.7% | +1.8% |
| 3M | +9.8% | -11.7% | +21.5% | +11.4% |
| 6M | +53.8% | -2.8% | +56.6% | +53.8% |
| YTD | +17.6% | +36.4% | -18.8% | +9.7% |
| 1Y | +18.6% | +50.0% | -31.4% | +3.0% |
| All | +18.6% | +46.8% | -28.2% | +3.0% |
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