+25.0%
IQV vs STZ
+14.7%
+10.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.3% | -4.9% | +0.5% |
| 7D | -5.5% | +13.0% | -18.4% | -5.5% |
| 30D | -0.9% | +29.4% | -30.3% | -1.2% |
| 3M | +15.6% | +11.6% | +4.0% | +15.5% |
| 6M | +63.9% | -0.2% | +64.1% | +63.3% |
| YTD | +17.0% | +8.6% | +8.5% | +14.6% |
| 1Y | +25.0% | +15.9% | +9.1% | +21.3% |
| All | +25.0% | +14.7% | +10.3% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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