+1,461.0%
MSTR vs IQV
+511.9%
+949.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.6% |
| 7D | +12.2% | +2.3% | +9.9% | +11.0% |
| 30D | +45.2% | +13.4% | +31.7% | +36.3% |
| 3M | +10.4% | +43.3% | -32.9% | -10.9% |
| 6M | -2.5% | +50.5% | -53.0% | -24.5% |
| YTD | -6.0% | +18.8% | -24.8% | -16.6% |
| 1Y | -56.4% | +45.5% | -101.9% | -65.8% |
| 3Y | +306.3% | +19.4% | +286.9% | +243.6% |
| 5Y | +100.5% | +1.7% | +98.8% | +87.8% |
| 10Y | +741.1% | +247.9% | +493.2% | +334.7% |
| All | +1,461.0% | +511.9% | +949.1% | +540.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling