+529.6%
IQV vs STT
+307.6%
+222.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -2.5% | +4.8% | -7.2% | -4.3% |
| 30D | +1.2% | +3.9% | -2.7% | -0.5% |
| 3M | +9.8% | -8.2% | +17.9% | +13.3% |
| 6M | +53.8% | +15.6% | +38.2% | +43.3% |
| YTD | +17.6% | +37.6% | -20.0% | +1.7% |
| 1Y | +18.6% | +50.1% | -31.5% | -1.1% |
| 3Y | +36.9% | +183.1% | -146.2% | -12.9% |
| 5Y | +4.1% | +104.8% | -100.7% | -27.0% |
| 10Y | +243.7% | +201.9% | +41.8% | +88.0% |
| All | +529.6% | +307.6% | +222.0% | +206.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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