+102.0%
STM vs IQV
+35.8%
+66.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.9% |
| 7D | +1.7% | -2.6% | +4.3% | +1.4% |
| 30D | -5.2% | +6.2% | -11.3% | -4.6% |
| 3M | -29.6% | +38.0% | -67.6% | -28.8% |
| 6M | +54.4% | +43.9% | +10.4% | +54.3% |
| YTD | +99.5% | +14.0% | +85.5% | +117.7% |
| All | +102.0% | +35.8% | +66.2% | +106.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling