+535.9%
IQV vs STT
+354.0%
+181.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +2.3% | +0.5% | +1.8% | +2.1% |
| 30D | +13.4% | +3.9% | +9.6% | +11.6% |
| 3M | +43.3% | +20.0% | +23.3% | +32.0% |
| 6M | +50.5% | +55.3% | -4.8% | +24.1% |
| YTD | +18.8% | +53.3% | -34.5% | -1.5% |
| 1Y | +45.5% | +74.7% | -29.2% | +13.9% |
| 3Y | +19.4% | +205.8% | -186.5% | -26.4% |
| 5Y | +1.7% | +145.0% | -143.3% | -33.8% |
| 10Y | +247.9% | +266.0% | -18.1% | +77.1% |
| All | +535.9% | +354.0% | +181.8% | +196.9% |
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