+244.8%
IQV vs STZ
+13.4%
+231.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.5% |
| 7D | -2.5% | +2.6% | -5.0% | -3.5% |
| 30D | +1.2% | +15.2% | -14.0% | -5.0% |
| 3M | +9.8% | +7.6% | +2.1% | +5.6% |
| 6M | +53.8% | +5.3% | +48.5% | +48.5% |
| YTD | +17.6% | +8.6% | +9.0% | +9.9% |
| 1Y | +18.6% | +15.6% | +3.0% | +7.3% |
| 3Y | +36.9% | -35.2% | +72.1% | +58.4% |
| 5Y | +4.1% | -29.1% | +33.2% | +15.0% |
| All | +244.8% | +13.4% | +231.4% | +177.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling