+535.9%
IQV vs STZ
+206.4%
+329.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | +2.3% | -1.9% | +4.2% | +3.1% |
| 30D | +13.4% | -1.9% | +15.3% | +14.0% |
| 3M | +43.3% | -6.2% | +49.5% | +46.2% |
| 6M | +50.5% | -14.0% | +64.5% | +57.8% |
| YTD | +18.8% | -5.1% | +23.9% | +18.3% |
| 1Y | +45.5% | -9.6% | +55.0% | +47.5% |
| 3Y | +19.4% | -47.2% | +66.6% | +50.0% |
| 5Y | +1.7% | -33.6% | +35.3% | +15.2% |
| 10Y | +247.9% | -9.8% | +257.7% | +224.6% |
| All | +535.9% | +206.4% | +329.5% | +319.7% |
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