+644.6%
STM vs IQV
+236.7%
+407.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -1.1% | -5.3% | +4.2% | +2.0% |
| 30D | -7.8% | +5.5% | -13.3% | -10.8% |
| 3M | -28.2% | +41.2% | -69.4% | -44.0% |
| 6M | +52.0% | +50.5% | +1.4% | +10.7% |
| YTD | +96.4% | +14.1% | +82.2% | +69.3% |
| 1Y | +98.8% | +39.9% | +58.9% | +47.7% |
| 3Y | +18.3% | +20.5% | -2.2% | -7.5% |
| 5Y | +17.7% | -1.2% | +18.9% | +4.4% |
| All | +644.6% | +236.7% | +407.8% | +221.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling