+21.1%
STM vs IQV
-1.9%
+23.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | +1.7% | -2.6% | +4.3% | +2.8% |
| 30D | -5.2% | +6.2% | -11.3% | -7.8% |
| 3M | -29.6% | +38.0% | -67.6% | -41.4% |
| 6M | +54.4% | +43.9% | +10.4% | +23.0% |
| YTD | +99.5% | +14.0% | +85.5% | +80.7% |
| 1Y | +100.8% | +35.5% | +65.2% | +62.0% |
| 3Y | +20.2% | +20.3% | -0.2% | -0.7% |
| 5Y | +21.1% | -1.6% | +22.8% | +8.3% |
| All | +21.1% | -1.9% | +23.1% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling