+562.2%
IQV vs STLD
+1,832.3%
-1,270.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +2.0% |
| 7D | +7.9% | -9.7% | +17.6% | +10.8% |
| 30D | +7.3% | -4.5% | +11.8% | +8.5% |
| 3M | +16.8% | -13.1% | +29.9% | +20.7% |
| 6M | +56.0% | -2.8% | +58.8% | +55.2% |
| YTD | +23.7% | +35.3% | -11.6% | +11.3% |
| 1Y | +32.5% | +51.4% | -18.9% | +15.4% |
| 3Y | +45.3% | +117.9% | -72.6% | +11.4% |
| 5Y | +10.7% | +272.6% | -261.9% | -29.4% |
| 10Y | +259.0% | +782.2% | -523.2% | +60.8% |
| All | +562.2% | +1,832.3% | -1,270.2% | +151.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling