+1,120.2%
MSTR vs IQV
+505.9%
+614.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.2% |
| 7D | -13.4% | -2.5% | -11.0% | -12.2% |
| 30D | -22.1% | +1.2% | -23.3% | -22.4% |
| 3M | +15.0% | +9.8% | +5.2% | +10.0% |
| 6M | -37.3% | +53.8% | -91.1% | -51.7% |
| YTD | -26.5% | +17.6% | -44.2% | -34.4% |
| 1Y | -46.5% | +18.6% | -65.1% | -52.6% |
| 3Y | +121.1% | +36.9% | +84.2% | +73.3% |
| 5Y | +37.5% | +4.1% | +33.4% | +28.0% |
| 10Y | +467.3% | +243.7% | +223.6% | +196.1% |
| All | +1,120.2% | +505.9% | +614.3% | +403.6% |
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