-1.2%
IQV vs STZ
-37.5%
+36.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | -0.6% |
| 7D | -5.3% | -4.1% | -1.2% | -3.8% |
| 30D | +5.5% | -7.6% | +13.1% | +8.4% |
| 3M | +41.2% | -12.3% | +53.5% | +47.7% |
| 6M | +50.5% | -16.3% | +66.8% | +58.9% |
| YTD | +14.1% | -8.4% | +22.5% | +14.1% |
| 1Y | +39.9% | -10.8% | +50.8% | +41.2% |
| 3Y | +20.5% | -49.0% | +69.5% | +55.8% |
| 5Y | -1.2% | -36.5% | +35.2% | +10.4% |
| All | -1.2% | -37.5% | +36.3% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling