+1.3%
IQV vs STLD
+292.4%
-291.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.0% |
| 7D | +2.3% | +3.1% | -0.8% | +1.4% |
| 30D | +13.4% | -9.0% | +22.4% | +16.0% |
| 3M | +43.3% | -12.4% | +55.7% | +47.6% |
| 6M | +50.5% | +25.5% | +25.0% | +39.8% |
| YTD | +18.8% | +43.6% | -24.8% | +5.7% |
| 1Y | +45.5% | +87.2% | -41.7% | +19.7% |
| 3Y | +19.4% | +135.2% | -115.9% | -9.9% |
| All | +1.3% | +292.4% | -291.1% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling