-47.1%
MSTR vs IQV
+28.0%
-75.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -14.2% | +4.1% | -18.2% | -15.6% |
| 30D | -19.9% | +4.7% | -24.6% | -21.1% |
| 3M | +27.3% | +12.6% | +14.7% | +22.8% |
| 6M | -37.6% | +58.2% | -95.7% | -46.6% |
| YTD | -19.5% | +21.8% | -41.3% | -20.7% |
| 1Y | -47.1% | +25.6% | -72.7% | -46.7% |
| All | -47.1% | +28.0% | -75.2% | -46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling