+529.6%
IQV vs STZ
+250.8%
+278.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.5% |
| 7D | -2.5% | +2.6% | -5.0% | -3.4% |
| 30D | +1.2% | +15.2% | -14.0% | -4.7% |
| 3M | +9.8% | +7.6% | +2.1% | +5.8% |
| 6M | +53.8% | +5.3% | +48.5% | +48.8% |
| YTD | +17.6% | +8.6% | +9.0% | +10.3% |
| 1Y | +18.6% | +15.6% | +3.0% | +8.0% |
| 3Y | +36.9% | -35.2% | +72.1% | +57.0% |
| 5Y | +4.1% | -29.1% | +33.2% | +14.5% |
| 10Y | +243.7% | +12.9% | +230.8% | +194.5% |
| All | +529.6% | +250.8% | +278.8% | +291.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling