+39.9%
IQV vs STZ
-12.7%
+52.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | 0.0% |
| 7D | -5.3% | -4.1% | -1.2% | -5.0% |
| 30D | +5.5% | -7.6% | +13.1% | +5.9% |
| 3M | +41.2% | -12.3% | +53.5% | +41.7% |
| 6M | +50.5% | -16.3% | +66.8% | +50.7% |
| YTD | +14.1% | -8.4% | +22.5% | +11.0% |
| 1Y | +39.9% | -10.8% | +50.8% | +38.6% |
| All | +39.9% | -12.7% | +52.7% | +38.6% |
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