+21.1%
STM vs IQV
+18.7%
+2.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.4% |
| 7D | +5.2% | +0.3% | +4.9% | +5.1% |
| 30D | -7.4% | +8.6% | -16.0% | -9.7% |
| 3M | -30.6% | +41.1% | -71.8% | -39.5% |
| 6M | +66.4% | +48.6% | +17.8% | +39.7% |
| YTD | +101.1% | +15.0% | +86.1% | +90.8% |
| 1Y | +97.4% | +38.1% | +59.3% | +68.6% |
| 3Y | +21.1% | +21.4% | -0.3% | +1.8% |
| All | +21.1% | +18.7% | +2.4% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling