+113.8%
MSTR vs IQV
-1.9%
+115.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.2% | -2.2% |
| 7D | +9.3% | +0.3% | +9.0% | +9.4% |
| 30D | +36.5% | +8.6% | +27.9% | +30.1% |
| 3M | +7.3% | +41.1% | -33.8% | -17.2% |
| 6M | +2.2% | +48.6% | -46.3% | -25.5% |
| YTD | -10.2% | +15.0% | -25.1% | -20.4% |
| 1Y | -58.6% | +38.1% | -96.7% | -68.6% |
| 3Y | +283.2% | +21.4% | +261.8% | +198.5% |
| 5Y | +113.8% | -1.0% | +114.8% | +94.2% |
| All | +113.8% | -1.9% | +115.7% | +94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling