+231.0%
IQV vs STZ
-10.3%
+241.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | -0.7% |
| 7D | -5.3% | -4.1% | -1.2% | -3.6% |
| 30D | +5.5% | -7.6% | +13.1% | +8.8% |
| 3M | +41.2% | -12.3% | +53.5% | +48.4% |
| 6M | +50.5% | -16.3% | +66.8% | +59.8% |
| YTD | +14.1% | -8.4% | +22.5% | +15.1% |
| 1Y | +39.9% | -10.8% | +50.8% | +42.5% |
| 3Y | +20.5% | -49.0% | +69.5% | +55.2% |
| 5Y | -1.2% | -36.5% | +35.2% | +14.4% |
| All | +231.0% | -10.3% | +241.3% | +207.2% |
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