+645.5%
MSTR vs IQV
+236.7%
+408.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.2% |
| 7D | -11.2% | -5.3% | -6.0% | -8.5% |
| 30D | +33.8% | +5.5% | +28.3% | +30.7% |
| 3M | +11.5% | +41.2% | -29.8% | -9.7% |
| 6M | -7.2% | +50.5% | -57.7% | -28.5% |
| YTD | -15.4% | +14.1% | -29.5% | -23.3% |
| 1Y | -60.6% | +39.9% | -100.6% | -68.6% |
| 3Y | +260.8% | +20.5% | +240.3% | +201.9% |
| 5Y | +108.8% | -1.2% | +110.1% | +97.5% |
| All | +645.5% | +236.7% | +408.8% | +340.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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