+1,223.5%
MSTR vs IQV
+528.8%
+694.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -2.9% |
| 7D | -10.7% | +4.8% | -15.5% | -13.1% |
| 30D | -21.6% | +5.9% | -27.4% | -23.8% |
| 3M | +24.4% | +13.7% | +10.7% | +16.7% |
| 6M | -35.5% | +54.0% | -89.4% | -50.3% |
| YTD | -20.3% | +22.1% | -42.4% | -30.3% |
| 1Y | -49.3% | +29.1% | -78.5% | -57.3% |
| 3Y | +137.8% | +40.4% | +97.4% | +83.8% |
| 5Y | +48.3% | +9.1% | +39.2% | +34.6% |
| 10Y | +526.8% | +251.2% | +275.6% | +222.6% |
| All | +1,223.5% | +528.8% | +694.7% | +434.9% |
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 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